1. Place an ammo box and a soldier of opposite sides (RED box, BLUE soldier)
2. Drag a gun from the box into your weapon slot
3. Look at ammo box and select "Rearm from..."
4. Press R to reload.

Expected:
Soldier takes a magazine and inserts it into magazine well.

Observed:
Up until step 3, the weapon will have an empty magazine well, as it should have.
At 4, in the same moment you press 'R', a magazine appears in the magazine well of the weapon. It will stay for the whole of the anim.

Reason is probably because there is no gesture for reloading an empty weapon, since the reload gesture always "takes out" the magazine, even if not present.