It's hard to make a coil spring straight...
Do a search and enter "magazine springs" or "spring failure" -- but look for the newest entries.
In the most recent discussions, which included the comments of several engineers familiar with the materials being discussed, and a metallurgist or two, the participants offered many technical citations and sources to make their points.
They said that spring fatigue
can be an issue if 1) the springs are worked a lot,
or 2) the springs are stored in a compressed state,
IF when stored in that compressed state, the springs are near their compression limit (called the "elastic limit.") It really depends on the gun's design, how the magazine works, the quality of the springs, and the designer's objectives.
For most guns it's not likely to be an issue. But, for some sub-compact guns or hi-cap guns, keeping the mags fully loaded may eventually lead to spring failure or weakening. but it'll take a while. JohnKSa, a staff member here, has posted some results of an ongoing test of mag springs kept compressed.
Wolff Springs recommends downloading hi-cap mags a round or two if they are to be stored for long periods -- but for most mags, that might not be necessary. For single-stack mags (like those in 1911s) it's likely to NEVER be a problem.
In the most recent discussions, the consensus was that for most hi-caps it's not likely to be a problem, but for some specific guns it COULD be -- hence, Wolff's "general" recommendation to download a round or two. (I've got some mags that will hold 18 rounds; I'd probably not keep those mags fully loaded, but I might do so with some of my 15-round mags if I felt it necessary.)
If you leave a slide locked back for long periods, it could be a problem for the recoil spring... as when most slides are locked open, the springs are about as compressed as they can be with some guns.
If you're really concerned, just shoot your weapons periodically to assure that they're working properly.