Not defending the Navy on this one, but the Navy is juggling budget priorities. They *may* have concluded that saving the investment in the DD-1000 was more important than the gun rounds — which can be adapted from pre-existing rounds until the real-deal is ready.
How many times has the Airforce or the Navy fielded a fighter only to have the engine it was designed for canceled? I can think of a few.
They cancelled the ammo contract *after* the ship was constructed. Investment was already made and could not be lost.
In fact, the ship was in commission for three weeks before they cancelled the ammo.
http://www.popularmechanics.com/military/navy-ships/a23738/uss-zumwalt-ammo-too-expensive/
Also, the AGS is physically unable to fire standard 155mm artillery rounds, nor can standard 155mm rounds be adapted to the AGS. The AGS would have to be replaced.