Matt, this was from one of the reproduction Winchester catalogs currently available from Cornell Publishing.  This info is in all of the early catalogs from the Henry era through the 1876.  I think the one I used was the 1875 which is in Volume I of the 12 Volume set.  Winchester did not manufacture any of these guns with the set screws all the way in/tight.  If that was the case there would be no way to adjust the tension and no reason to place these instructions in the catalogs.

I’ve seen these screws help on a few guns..  All of my lever guns with these screws have been adjusted to back off any unnecessary tension on the springs.  It is almost always better to not have unnecessary tension on any spring for a long period.

When you find a gun with all of these screws all the way in 2 things come to mind.  The tension was increased as the spring became weaker or my best guess is that gun owners did not understand the correct usage of these set screws and figured that they needed to be tight like most screws.  Since the screws are up against a spring the tension will keep them where they are set.

I would always try to adjust the tension before I start bending the spring.  If you do have to bend the spring back the screw off first so there will be some adjustment in the future.