This paper analyzes how the distortion created by hardware impairments in a multiple-antenna base station affects the uplink spectral efficiency (SE), with focus on Massive MIMO. The distortion is correlated across the antennas, but has been often approximated as uncorrelated to facilitate (tractable) SE analysis. To determine when this approximation is accurate, basic properties of the distortion correlation are first uncovered. Then, we focus on third-order non-linearities and prove analytically and numerically that the correlation can be neglected in the SE analysis when there are many users. In i.i.d. Rayleigh fading with equal signal-to-noise ratios, this occurs when having five users.