I think magpies are also a protected species. I know it make no sense. So if one of them happens to say.... die of a heart attack on your property, I would not mention it on the internet.
They're protected, but if they're causing problems I think you can take care of them. I'm not an expert, but here's what the law says (sorry this is so long):
R657-3-7. Take of Nuisance Birds and Mammals.
(1)(a) A person is not required to obtain a certificate of registration or a federal permit to kill a bird belonging to a species listed in Subsection (1)(b) that is committing or about to commit depredations on ornamental or shade trees, agricultural crops, livestock, or wildlife, or when concentrated in such numbers and manner as to constitute a health hazard or other nuisance, provided:
(i) an attempt to control the birds using non-lethal methods occurs prior to using lethal methods;
(ii) applicable local, state and federal laws are strictly complied with; and
(iii) none of the birds killed, nor their plumage, are sold or offered for sale.
(b) The following bird species are subject to the provisions of Subsection (1)(a):
(i) black-billed magpie (Pica hudsonia);
(ii) American crow (Corvus brachyrhynchos);
(iii) bronzed cowbird (Molothrus aeneus);
(iv) brown-headed cowbird (Molothrus ater); and
(v) shiny cowbird (Molothrus bonariensis).
(c) Nuisance birds removed under Subsection (1)(a):
(i) must be taken over the threatened area;
(ii) may not be taken with:
(A) bait, explosives, or poisons; or
(B) ammunition with lead or toxic projectiles, except when fired from an air rifle, air pistol, or a 22 caliber rimfire firearm; and
(iii) must be disposed of at a landfill that accepts wildlife carcasses, or burned or incinerated.
(d)(i) Any person that takes a nuisance bird pursuant to Subsection (1)(a) must provide to the appropriate U.S. Fish and Wildlife Service, Regional Migratory Bird Permit Office an annual report for each species taken.
(ii) Reports must be submitted by January 31st of the following year, and include the following information:
(A) name, address, phone number, and e-mail address of the person taking the birds;
(B) the species and number of birds taken;
(C) the months in which the birds were taken;
(D) the county or counties in which the birds were taken; and
(E) the general purpose for which the birds were taken, such as protection of agriculture, human health and safety, property, or natural resources.
(e) This Subsection (1) incorporates Section 50 CFR 21.41, 21.42 and 21.43, 2007, ed., by reference.