A completely filled detachable magazine of any capacity must have a small amount of additional space when fully loaded to allow the top round to be pushed downward by the slide when the magazine is locked into place. There is a small rib on the bottom of the slide that strips the top cartridge out of the magazine when the slide moves forward, and if the slide is closed when the magazine is inserted, it forces all the rounds in the magazine downward about one-third of the width of one cartridge.
When Glock magazines are brand-new, some mags are so tight that they will barely allow the last round into the mag, and there is no space for the additional compression required to fully seat and lock the mag into place with the slide closed (this seems to be most common with the larger caliber Glocks; it is seldom seen in the 9mm models). After the magazines have each been used a few times, they will "loosen up" a little bit, and then you should be able to seat/lock-in the mags with a full load. Until then, use the slide stop lever to hold the slide open before inserting the magazine, which will allow the magazine to lock-in and feed just fine. Many folks fill new mags to full capacity and leave them loaded for the first few days/weeks/months to speed-up this magazine break-in period.
"Placement is power" -- seen in an article by Stephen A. Camp
(RIP, Mr. Camp; you will be remembered, and missed)