You are all looking at the roll marks after they have been fired. In many cases, factory ammo will have the marks and they are quite deep. After firing, I imagine any mark is going to be ironed out by the pressure so there is no telling how deep it was on the unfired brass. On the other hand, they are also shallow on some factory ammo.
I have some recent manufacture Winchester .44 Mag that has the "roll mark" (for lack of a better term), but it isn't broken (dotted) like most. I would compare it to what the case would look like if you took a copper pipe cutter with a dulled blade and rolled it around the case. The indentation is deep, but it is too far below the base of the bullet to think it would prevent setback.
Another example is some .45 Colt that has a broken roll mark, and, again, it is deep.
On some .45 ACP Federal Hydra-shok I have, the roll mark is there, but it is faint and couldn't possibly create an indented ring inside the case like the above two examples. (This is "modern" ammo, so I guess it hasn't been eliminated entirely, brian.)
There may be more than one use for the markings. Setback prevention is a possibility, but as I, and others, have said, they are usually too far down the case to think that was the intention. If the roll mark is near the top, I can see how it would be a substitute for, or an extra added strength, crimp.
If the roll mark isn't indented at all, it may be an aid in the manufacturing process. Maybe each case is spun to check for run-out. Who knows?