Tyler, if you were found with unauthorized ammo, you could get a repremand (in writing)! Plus, at the time ONLY FBI SWAT guys could carry the 459. Same with the MP5. Regular agents could not get one from the vault.
BTW, the FBI did provide the agents with 'suitable' firearms and ammo. It's just that an agent in New Mexico may have different needs from an agent in NYC - but no variation was allowed. In that regard, depending on who was in charge, my agency was the same. It took years to get semi-autos, but then we could carry our own. Later, there was a change in command, and only the issue S&W 6906 was allowed. Then we could carry our own, as long as they were DA for the first shot.
Also, not every Fed in every agent was a good shot - or even liked to carry a gun! The PR flacks would like you to believe otherwise, but I have seen guys & gals unable to hit the side of a barn - from the inside!