The consensus seems to be that you can keep a gun magazine fully loaded without any issues. The main reason given is that the springs in the magazine are designed to cope with the compression from being fully loaded, so there’s no risk of damage or wear and tear.
However, some people do advocate unloaded magazines as a Safety Rule. They argue that if the gun is dropped or mishandled, an accidental discharge is more likely if the magazine is full. Another argument for keeping your magazines unloaded is that it makes them easier to store – you can just throw them in a box or drawer without having to worry about springs getting damaged.
Ultimately, it’s up to you whether you keep your magazines loaded or not.