Gravity does not directly couple to electromagnetism. If it did, then we could use batteries and coils of wire or capacitors to make gravity, and generate electricity in a wire by moving throughit around in a gravitational field.
Energy does couple to gravity; in this sense a hot object will weigh a tiny, tiny bit more than it did when it was cold, a compressed spring will weigh a tiny, tiny bit more than it did when it was relaxed, and so on. This means a strongly-magnetized piece of samarium-cobalt magnet material will also weigh a tiny, tiny bit more than it did before it was magnetized.
But all these effects are far too small to measure.