I have three new 15 rd mags none of them lock back on empty. Shooting or manual manipulation makes no difference.

The 15 round mags are horrible in terms of spring tension and design.  
They are far more honestly referred to as 14 rounders.  As it turns out, S&W only make one "high-cap" spring.  Literally, it's the same spring for the 13 and the 15 round mags.  So, once you've crushed an underpowered spring by loading all 15 rounds for a while, it simply doesn't have the strength to lock a slide back anymore.  

Until Wolff makes a better spring, I just keep my 15's loaded to 14.

Hell, I can barely load my 13 rd mags to capacity.  15 sounds brutal.

Had same problem with a couple mags. Sent them back to S&W & they sent me 2 new mags

Did the new ones work?

I had one that locked and one that didn't.  

Sent it back and S&W sent a new one.  All good now.

I broke down and bought a LULA a few weeks ago. LOVE that thing!