They do make a difference. Statements like that put Claude into different "effort levels". I believe the latest UI update shows the thinking level it's operating at. At one point telling CC to "think really hard" had the same effect as using the #ultrathink prompt. I mostly use the clearly defined prompt instead of more vague statements, but still sometimes tell it to "research deeply" and it does make a difference in how many external sources it checks. The official way to do this to use the /effort command but that changes the session effort level, not for a specific request the way the other prompts do.