Total War is another kind of game. If you add ammo you should add also sharpening of blades, wear and repair armor and weapons, stamina on units, weight that influence the speed, food consumption.
The game would become too complex and it may come out of its standard. Said this I really hope they do not take Tatal War series as example for AoE neither to implement ammo. This is my thought but I appreciate people suggesting more feautures - here and there we get few good idea.