"...is not ejecting"?
Please be more specific.
Is only the first round not ejecting? Random rounds? Only the last? All the rounds in the magazine?
Does the empty shell end up right back in the barrel's chamber? Or does it "stovepipe"?
If you number each magazine, by writing on a piece of tape stuck to the floorplate, are you absolutely certain that it's happening only to those two magazines?

More information, and maybe even some photos, would be useful.

Thanks Steve, I called Sig today and I have it resolved I believe... Thinking it was an ammo issue since the gun is not broken in yet. I will know after another trip to the range.

I have no knowledge of your experience.
My comments are based upon the assumption that you have little or none.

The problem to which you've alluded could also have its origin in your shooting technique.
If you don't hold the pistol very tightly, at the ends of rigid arms, the recoil impulse is wasted in moving the gun in your hands, rather than used to operate its mechanism.
This is called "limp-wristing." It always causes ejection problems.

Another possibility is that you have not cleaned the gun, prior to its first use.
Guns are frequently shipped-out coated with a sticky rust preventative grease, which has to be removed before you first use the pistol.
Sticky grease will also cause malfunctions.