Not at all.
Playing tactical shooters like Rainbow Six, SWAT 4 and Operation Flashpoint forces you to avoid that compulsion. In Operation Flashpoint, for instance, reloading takes a bit over two seconds and you can't move while doing so. Furthermore, if you have a few rounds left in a magazine and reload, that mostly empty mag goes back in your inventory to be used once you're out of full ones, so compulsive reloaders would end up with a bunch of progressively more empty magazines until they've got several with only a few bullets left in each one.
In traditional FPS games I reload during pauses whenever possible, and usually only change magazines when I'm down to less than a third. I do constantly top up when using most shotguns, though, because it makes a lot more sense that way.