If that hot range involved a defensive course, there's another reason not to pick up a mag.
Remember the
Newhall Incident? Trooper James Pence, only 2 years out of the academy, attempted to pocket his revolver's empty brass during a reload attempt.
It seems that, during his time at the academy, CHP didn't want empty brass cluttering up their nice manicured lawn at the range, and had rookies pocket their empties. It got him killed at Newhall.
Habits folks... habits.
Semi autos and magazines, slightly different, but the same principle.
We were specifically discouraged from picking up mags primarily for that reason.