Magazines sometimes impart some damage to the pellet. Often not meaningful.... You;ll need to choose what's best for your needs. I'm trying to shrink 100y groups and the mags don't line the pellet up well with the exit hole.(from the mag) on mine. I don't currently have the option to single load by hand on that rifle but I've been playing with options.
You just have to experiment. I've had a few rifles that shot as well with the mag as without, but most shot better when single loaded. I have an HW100 that actually shoots better with the magazine. That magazine is a simple cylinder that is mechanically advanced, similar to a revolver cylinder, and the alignment is perfect.
I have been a competition shooter in both small bore and long range high-power { high master in both } for more years than I would like to admit, and have always single loaded. It has carried over now to airgun bench rest. My groups are much tighter single load over magazine fed. However, I do use a single load adapter in both my Crown and Daystar R
Some guns magazine with auto indexing springs and put a little bit of pressure on the probe and cause some inaccuracy and single loading helps with that. That’s about all I know but having magazine is really quite convenient when hunting. When target shooting I sometimes use the single loader, it’s a more relaxing and slows me down when I pull a shot....which could be often. Hahaha