A well-known bug whereby player's hard-earned heavy weapon ammo disappears upon death, when heading to orbit, or during cutscenes, has been identified by Bungie and a long-overdue fix is in the works (likely to arrive around the end of February).
"For some time now, we've been tracking this one," Bungie explained. "To date, the best we've been able to do is to admit that we were aware of the issue. This week, we can give you some additional information."
The bug stems from an issue whereby weapon respawns happen before ammo capacity perks from a player's armour are taken into consideration. Basically, you get extra ammo from certain bits of gear, but this isn't taken into account when you respawn, resulting in lost ammo. Because of the complexity of the systems linked to the bug, a fix has taken some time. Hopefully it'll arrive soon and won't have any knock-on effect in other areas of the game.