Reloading your saved game after using the save feature in the menu sometimes causes all of your units to load in with no ammo.
This doesnt happen every time and only seemed to start happening for me when I turned on unlimited saves in the "regular" difficulty options.
It seems tricky to reproduce but I will go over my experience and how it started for me.
Someone commented on one of my steam workshop missions earlier saying that he loaded a save game and had no ammo. So I checked my mission and at first I couldnt reproduce it. Until I enabled unlimited saves in the regular difficulty menu.
So I went into Showcase Commanding to see if it would happen there and after switching unlimited saves off and on and saving/loading again, the same thing happened and my team instantly reported out of ammo when the save loaded.
This seems quite hard to reproduce until you get it the first time and its pretty game breaking for the people who experience it.