I have the XDM 9mm compact...that tightness in the mags will loosen up with time, (Load and unload them a few dozen times) you may also notice that when fully loaded and inserted into the gun, you will have rounds rattle in the magazine, I have't figured out how to fix that yet. So I just carry it with one less in the mag if I'm going to a situation where some minor rattling will annoy me.
I love the gun, I doubt I will ever trade it in. How do you like the .45? I was just looking at picking one of those up but I went a different direction with the .45. They are awesome guns and you will love it for a long time to come!
Congrats on the purchase!