Yes, leaving the gun loaded will weaken the spring. But frequent loading and unloading will also. It's one of those things that comes along with general use.
On the bright side, it takes a lot of wear before the mag spring in your average pump shotgun craps out. LOTS of wear.
You should have no problems from that particular part while leaving your gun loaded, but there are a few other reasons to function check every few months or so. Just to make sure there is no rust, or crud inside it. That kind of stuff tends to accumulate faster in an uncased gun. Once again it takes a LOT to prevent function, but its an easy thing to do, and it adds an extra sense of security to the whole operation.
Shoot safe
BigFunWMU