Along the same lines, as a GM, I wouldn't let you not load ammo. If you want a mech without ammo, take one without ammo. Saying "I like the Battlemaster but it's a bit of a walking bomb, so I'm not going to load the MG ammo and only half the SRM 6 ammo" is a little silly, in my opinion. Gamewise, sure it's a smart thing. The game is as much about the Hit tables, mods and 2d6 as it is about the story, history, flavor etc, of the Universe.
If it were just that simple as making unit better, the Shadow Hawk K has 17 heat sinks and can at max generate 15 heat (barring engine hits) so why not say that "We play that all owners of Shad-K's realize this is pretty dumb and they load 2 Medium lasers on it because the PPC and LRM 5 aren't going to fire most of the time when the ML's do." You can do anything you like in the game, but it's going to start moving away from what we can jointly call Battletech.
As a GM, I'd cure ammo dumping by discouraging this sort of munchkinism. Indeed, dumping ammo is the definition of munchkinism. Ignoring the fanciful reality of the game world and engaging in behavior that would be counter productive or at least counter-intuititve if the game were "real."
"But my Quickddraw with a rear mounted SRM 4 is stupid."
"Sure it is. But you lost your Warhammer because you wanted to Alpha strike 3 turns in a row in the last game. This is what your Regimental commander could spare. Next time play smarter."
If you want to be sneaky, setup 20 stands of infantry hidden on the board and make the Battlemaster wish for that ammo back.