I think what Jim means here is that unlike ER collets, which clamp the bit shaft over a longer length, the Makita collet just clamps the bit on the beginning of shaft (see length of conical part on picture, it is extremely short on Makita):
Makita collet
ER collet
This would be a good justification for both tightening the Makita collet more than a ER collet and for having to loosen the Makita when not in use (strong clamping force on a small conical surface would deform steel more and earlier than on a larger surface)