No, they don't have a thicker cup - it's 0.025" same as other SRM and BR models (F205M aside which is 0.0225"). The 41 is identical to the CCI-450 with one important exception - the anvil position. When seated properly, the #41 anvil retains a small gap between its tip and the explosive pellet, so that the light strike many military type weapons impart on chambering from unrestrained strikers/firing pins shouldn't ever cause ignition. A fully seated CCI-450 / BR4 with the small amount of extra seating 'crush' that many users prefer sees the anvil tip resting against the pellet. The CCI-41 is therefore a slightly less sensitive version of 'civilian' models. How that affects their performance in a conventional bolt-rifle, I've no idea.
Having said that, I'd imagine that when the factory receives the brass sheets that the cups are stamped from and does its hardness and quality tests, I wouldn't be surprised if shipments that are at the harder end of the acceptable range are directed towards the #41 line.
