Our stainless steel chains and some of the fasteners we use (like the screws in the collars) are made using a cold forming, or cold working, process.
We use an austenitic stainless steel (grade 316) in our products, which is generally a non-magnetic material in it's normal annealed (slow cooled) state.
However, once this metal is cold worked (cold forming is the process of bending and shaping the stainless steel to form the links or base of the screws), the stress and extreme pressure of this process may cause the stainless steel to develop a response to a magnet even though the fundamental make-up of the stainless steel has not changed.