You may find rubber o-rings in an empty mag dry out on you - lots of people have experienced this, so they keep a little pressure (and possibly traces of silicon oil) on the valves. This is not an emergency thing, as an o-ring (or the entire valve) isn't crazy to replace if it does go.
Rapidly cooling the metal by opening the release valve isn't doing anything that firing the gun doesn't do, it just does it more & faster. Whether you can accept a little more wear on your magazine is up to you - it's not going to ruin it overnight, but some people like to get technical (oh damn, that's me) and do the best they can for their equipment. I wouldn't worry about it, you mag could theoretically live longer than you