If the 700 x 25 - 32 fits without wrinkling in the tire then it might be less prone to flatting. Or if it does get punctured it'll have more of a chance to being a slow leak instead of a balloon being popped.
It might be somewhat more difficult to install on a narrow rim without inadvertently damaging it with a lever or pinching as you roll the tire bead over the rim, but I now tend to favor using the larger width range that is for my tire size.
And no, just because in the first paragraph I likened the small range to a balloon being popped, does that mean that I feel it does that often and every time.