To complement the two 10-round magazines that came with my new P365, I purchased a 12-rounder and a 15-rounder. Then, because the it may pass that anything over 10 may become illegal to purchase, I bought another 12-rounder.

One of the 12-rounders sits comfortably well in the P365 in a 12+1 configuration. However, I've noticed the other seems to detach itself without pressing the magazine release button.

Is this a problem with the spring in the magazine, or some other potential defect? If it's the spring, how do I check it and/or replace it? If otherwise, do I return the magazine to SIG (I bought it from PSA)?

It may never have properly seated when you inserted it originally. I have found I have to smack the magazines to seat in the 365.

I have not had my 12 rounders
Detach after being fully seated

But the last round in a full 12 round mag when seated in the 365 is very tight and may not seat properly if you are not paying attention

My spare mag in my pocket is only loaded to 11 rounds.

I found that in a stress situation a speedy reload of a 12 rounder may not get the mag seated all of the way and then it would drop out.

I have the same issue with the 12 round mag only got 11 rounds in. I got 14 into 15 round mag maybe spring will loosen up with usage.
I tried loading by hand hard to get rounds into the magazine had to use MAGLULA loader to load all magazines.