The xd is relatively new, purchased in Dec 08. and I use factory loads in it. I only keep a couple mags. loaded up. but it seems like it happens with the magazines that are left empty also.
I am not sure about the thumb hitting the slide lock, it could be an issue. But it is weird to me how the round is seated forward in the mag when this event occurs (the bullet part is actually sticking out in front of the magazine).