I purchased a new P938 a couple of weeks ago and noticed that the mag was really hard to load. Bought a couple more mags from sig and they are the same. My 2022 and my P238 are not this way. Is there a reason the mag spring is so stiff on the P938?

The mag spring is stiff but the recoil spring is even stiffer when new. That said I'm guessing, and it's only a guess the mag spring has to move a round into place quickly because the gun is small and cycles very quickly; so that round has to move up in place when the slide comes forward.