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I've had loose keycaps and tight keycaps.
Due to plastic variations and environmental considerations when keycaps are made, there is some slight variation between the different sets, and sometimes even between keycaps in the same set.
Tight keycaps does not indicate anything wrong, unless they really are so tight that they won't go on.
It might be better to invest in a wire keycap puller - techkeys.us sells a nice one

The plastic ring keycaps puller can scratch the sides of the keycaps if you are not careful. It also does not grip the keycaps as well, and you could end up inadvertently pulling a keycap to one side as you lift it, and snapping the stem in the switch, which would be very bad.
Just be careful when you do remove the keycaps, and gently wiggle them from side to side, or arounds in a tiny circle as I do, when you remove them.