Yeah... its spring movement... repeated compression and decompression that wears the spring.
The spring will take an initial "set" after a few compression/decompression cycles, or if left compressed for a few days... but after that, leaving the spring compressed does not hurt the spring.
Stretching the spring or over compressing (harder to do) to the point where it changes shape/length is very bad for the spring. It will damage the metal and lead to future breakage. It may let the magazine/spring to work better for a short while, but it will quickly get worse than it was before.
As it was mentioned, high heat is used to form the springs, so avoid that. Firearm magazines usually do not need to worry about heat issues... springs in motors would.
I have seen the results of a 5+ year test on this exact thing... The person took 2 identical brand new magazine springs, compressed one fully, they compressed/decompressed the other spring a couple hundred times to allow it to "set". Then stuck the springs in his closet and forgot about them for years. When he found them again, he checked the spring left compressed for all those years and found very little difference in length between it and the spring left uncompressed. After cycling the two springs a few times, the difference shrunk even further.
If you are worried about your magazines... just buy some extra mag springs.
As long as you don't physically harm the magazine, it should out last several spring replacements... Though it does take a while to wear out the springs in the first place.