Yes, powder burns best under pressure. More pressure brings more efficiency to the burn. By "efficiency" I mean closer to the powder's optimal pressure, and as a result of that, a more complete burn.
Have you ever played with a kerosene lantern? If the wick is too high you get lots of soot. When you roll down the wick the lantern light gets brighter and the burn is cleaner, so the soot disappears. Efficiency in those terms is more light by burning less fuel. It's almost the same with the powder, which is nothing more than another fuel that's being burned.
So the trick is to find or load a powder into its optimal burn pressure zone, where coincidentally the bullets are all going to the same place on the target. When you get in that unicorn-like zone, all the powder will be consumed and there will be zero soot. Plus the bullets are going where you want !
For a lot of 9mm and 38 cal cartridges, that happens right around the burn rate of W231 and HP-38. That's why you have so many powder choices that seem to be "crowding" that "burn rate" range.
And yes, like reading a spark plug from an engine that burns gasoline as its fuel, you may start to see a grey or tan color inside the spent case. Or you may even see a case that looks brand new inside. But don't get carried away and go chasing case color !!! The thing to chase is bullet placement.
Sometimes when you get really into reloading and have 15 powders at your disposal, it's easy to forget.... Oh yea, we started all this to get better bullet placement !