What you're describing isn't an uncommon occurrence with semiauto pistols being fired without the magazines in place (as intended).
Think of it, perhaps, more as a shooter induced 'malfunction', if you will.
The top round in a magazine, and the follower/empty magazine, prevent the fired case from being dropped down the magazine well of the pistol's frame during normal operation.
There are some other factors often involved, too ... such as the shooter's grip, cleanliness of the pistol, extractor tension/condition, slide velocity, recoil spring strength, pressure/power/condition of case of ammunition used, etc. ... which can also affect this sort of thing, as well. Sometimes an empty case will extract & eject in a 'normal' manner without a magazine in a pistol, and sometimes it won't, seemingly depending on whatever combination of events and conditions are present ...
It's also not all that uncommon to see a slightly different ejection pattern for a 'last round' fired, versus the pattern for all of the rounds previous to the last round in the magazine. That's commonly because there's not a live round under the fired case as it's being extracted & ejected (which helps position the empty case as it's extracted from the chamber and struck by the ejector). Naturally, without a fresh round (or even an empty magazine) in place under the fired, extracted case there's no pressure under the fired case as it's being extracted and ejected, so sometimes it can fall downward. This can sometimes introduce an interesting 'malfunction' variation, too, as you discovered.
This is one of those instances not often discussed (or perhaps even considered) by some of the folks who are always advocating the necessity of being able to fire a chambered round in the middle of reloading a fresh magazine, and who decry the presence of magazine disconnect/safeties. Of course, that specific sort of multi-tasking in the middle of an actual deadly force situation, literally simultaneously mixing two different skills (shooting & reloading), might present a situation that isn't commonly taught or reinforced through proper, safe range training.
Reloading after having fired a chambered round (san magazine in place), and the empty case fails to clear the pistol, can create a situation where the 'malfunction' has to be cleared before the new magazine can be properly inserted and the weapon reloaded so it's ready for a continuation of fire ... and this might prove to be agonizingly unexpected and difficult manipulation for some folks, not to mention a little time-consuming.
The only failure-to-feed I've ever experienced with my personal G27 was with a +2 L/E magazine (11rd), when the second round of the magazine nose-dived into the bottom of the feed ramp ... using the Rem Express 180gr load, which has a rather wide nose cavity profile. It never occurred again. Sometimes these things simply happen, though.
FWIW, I generally reserve the pair of +2 L/E magazines for range training, and use the standard 9-rd magazines for actual off-duty usage and the bulk of my training/practice.
The use of the stock G27 magazines and fresh, new factory ammunition in a clean G27 enhances the inherent potential reliability of this fine little subcompact ... in my humble opinion, anyway.
The G27 wasn't my first choice in a personally owned Glock (that was a G26), but once I bought one and did some shooting with it I decided it was one I won't be getting rid of in the future.
Congrats, and enjoy.