I think we should be able to keep our special and heavy weapon ammo when switching between special and heavy weapons, at least in PvE. It stinks to get a new weapon and not be able to test it out without losing your special and heavy ammo.
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That would be the equivalent of putting rockets into a machine gun or shotgun shells into a sniper rifle. They made it to where if you switch weapon types, you lose that ammo. If you switch between two guns that use the same type of ammo, you will get to keep that ammunition.