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The soldiers are carrying semi-auto rifles. They do have magazines in them, but I'm not at all sure they have bullets in the magazines (I'm trying to get up the nerve to ask one of them)
I was curious about that as well, so the last time I was in JFK (NYC)I decided to ask. The soldiers were patrolling in pairs. I was standing outside waiting for a cab as two soldiers started to enter the building. I approached the second one and, very politely, asked him if I could ask him a question. He said, "yes". I said, "Someone told me that you don't have ammunition in the guns, is that right?" He stiffened, and I very quickly said, "Don't answer." The first soldier, who had been somewhat ahead of the other, very quickly returned to where we were standing and rather briskly asked me what I wanted. I repeated what I had asked the second soldier and quickly said, "You don't need to answer either." I don't think they appreciated my question.

I think the soldiers at JFK are more likely to have their guns loaded than the ones in the subways and train stations. But I wouldn't really be surprised if even the JFK guys just posing with unloaded guns. You probably recall that shortly after 9/11, there were photos in the media of soldiers at LAX whose rifles obviously lacked magazines.

Of course, I expect that plenty of these soldiers are clueless young kids who never touched a gun before they enlisted, and got only a very little training and experience with guns before being sent out to their present positions. Maybe it's for the best if they don't have ammo, or at least if they're required to keep the magazine in a pocket until and unless it's definitely needed. Scary state of affairs, but given the lack of terrorist activity in the U.S. since 9/11, I dare say the body count would have been higher if all these kids had been running around with a bullet in the chamber.