Almost all modern FPSes the enemy has to reload, but they still have unlimited ammunition.
But consider what would happen if they didn't have unlimited ammo. They'd need to collect more ammo. Where are they going to collect more ammo? The same place you do. Thus, you now have less ammo because enemies will be going around shooting your ammo at you. This could work, and would certainly encourage players to take down enemies quickly to conserve ammunition, but I find the unlimited ammo an acceptable break from reality [http://tvtropes.org/pmwiki/pmwiki.php/Main/AcceptableBreaksFromReality].