No it's not because if you're captured, they take your gun...........LOL!
If you think you're right, I'd like to be corrected. Maybe you can furnish a link.............
http://sofrep.com/38647/save-last-bullet/
http://www.historyofwar.org/bookpage/krott_soldier_of_fortune.html
Finally, there's a famous poem called "The Young British Soldier" by some guy named Rudyard Kipling.
Perhaps you've heard of him?