Wolff Springs, a firm that I consider an authority on the subject, has a FAQ area on their website. Summarized, their points are:
Leaving any spring compressed close to its design limit will strain and weaken a spring. The examples they site:
a 15-round mag left loaded is being stressed; a 15-round mag downloaded a couple of rounds is going to do better. 10-round mags for the same gun probably won't be stressed if left loaded.
A 7-round mag for a 1911 will likely not suffer from decades of being stored, fully loaded. the springs have a lot of reserve left (they're not fully compressed.)
They observe that, generally, most of the springs for the high caps are the same springs used in standard cap mags. Compressing those springs more with extra rounds pushes the envelope and can lead to faster spring decay/death.
They recommend downloading a round or two when storing for extended periods. It might not hurt to download a round or two, overnight, as well. But it may just be more practical to shoot the guns periodically, to see that the mags still function properly, and replace springs when they don't.
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A different, but related issue: I've been led to believe, by talking to engineers and folks with knowledge of metallurgy (on forums like this) that working springs will fatigue them, over time, as well.
That means that emptying mags to save the springs works the mags just as though you had been using them, so THAT action may be a false economy. Downloading a round or two, and leaving some rounds in place, ala Wolff's guidelines, above, makes more sense.