Belted magnums can have long chambers compared to modern non belted cases. I think the long chamber is part of the design to facilitate easy chambering in harsh conditions. This easy chambering is the whole point of belted cases.
That said, it may take 2~3 firings, maybe even 4 before the case shoulder is up tight against the chamber shoulder and needs to be set back. I would consider firing the cases until they are getting hard to chamber because of shoulder length and then bump them back .002. Issue is, you maybe be bumping back a shoulder that is not even to the shoulder edge of the chamber yet. This is why you are having to screw down the die so far. Later after the case lengthens, you probably won't have screw the die down near as far to bump back .002.
On reason I suspect this is because I have used Nosler brass in a 300 RUM and found the Nosler brass to be really short a the shoulder. It was shorter than SAAMI spec if I remember correctly. I use a Hornady headspace comparator to keep an eye on shoulder lengths.