If this was intentional, why do I have cases that are absoutly useless?

Just drop them some place, all ammo types have an empty/discharged equivalent. It doesn't count as weight in a normal game, not sure about nightmare mode though.

I think his point is that why do we have the supplies to make more ammo and no recipe for it.

is it possible its just a hidden recipe? i know that there are quite a few recipes that you need to acquire through doing certain missions and finding them in hidden locations.

sadly, no. not every type of ammo can be made.