The funny thing is - the weapons do make a click sound when they're out of ammo.
On all the weapons but the Hunting Shotgun it is possible to run down to 0 ammo before you click again or hit reload.
You just need to pay attention to your weapons more.
In most of the games you have to be aware of not forget to reload your weapons, In Killig Floor you have to be aware not to have them automatically reloaded.
That's just dumb.
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