When you beat a level with the "Unlimited Ammo" cheat, it gives the player 999 rounds (or 99 for explosives and shotgun) for the next level, along with the current clip size, which is unobtainable by legitimate means. It is unlikely, but it could give the player an unfair advantage if more shots or explosions are fired than the maximum possible amount.

Another advantage is given by NOT having certain weapons. Unlike MOH:Underground, you have to cycle each weapon individually rather than go directly to the weapon you want by spamming the button a few times (such as having to cycle through 3 weapons just to go back to the previous one). It can give an unfair advantage if you start a level with a weapon which can't be skipped through legitimate means.

So what does this mean? Most of the time you can carry over a ton of ammo anyway. For example, you would have to fire like 40 bazooka shots on 6-3 to have an "invalid" gameplay. And a lot of useless weapons can be skipped anyway. But it's good to keep things legitimate.

Here are the maximum ammo counts acheiveable (for the start of the next level). Those were acheived during normal gameplay (rather than outside the game datamining), so there could be a few minor errors on the lower side. The explosion amounts are most likely accurate, and on some levels the ammo can be maxed or close to maxed.