At least a bit of the gas check should remain in the neck of the loaded cartridge to be certain that the gas check does not fall off. In the alternative, if the charge is even slightly compressed, that will accomplish the same goal. If the gas check should fall off, it probably will not harm the rifle, but who knows where the shot will go? If your gas checks are firmly crimped in place this will not be a concern, but less than perfect bullets will often have rounded edges on the heels, and the checks will come off easily. Bullets from some moulds will always have heels that are a slip fit, so the best solution is to keep the gas check in the case neck.