The power adapters are unregulated, the voltage will definitely go down as you put some load on them.
For a simple demonstration, take a computer fan (most are 12v ~150-250mA) and measure the voltage once the fan spins and you'll see the voltage probably even under 9v
If you need them to always give you something close to 9v, you might try to "mod" them by adding a few leds (with the appropriate resistor) - each led being 10-20mA, with about 3 leds you would have about 50mA of constant load on the adapter which may be enough to pull the voltage down to something like about 10v