In the US Army, magazines are categorized as expendable items, even in peacetime. However, they still cost money, so it is requested that they be returned if possible.

Still, resupply comes in bulk, not in magazines, and it is both comforting and convenient to know that you will have magazines to put the ammo into without relying upon an additional supply fulfilment. As a result, the "dump pouch" made an appearance, a wide mouthed bag hung on the belt into which magazines could be easily and quickly placed, especially if a non-empty magazine is changed out. Still, it is a little inconvenient, nor is it standard issue, so most troops settle for the leg pocket.

The bottom line, though, is that of all the things one should be worried about in combat, figuring out what to do with a currently-useless magazine is pretty low on the list. If they win, they can police up the empty mags later. If they lose, empty magazines are the least of their problems.