It would have to make more sense (financial and cop-heat-wise) for criminal organization (X) to find and hijack said Walmart ammo truck than it would be to send a hundred flunkies out to buy the ammo in the store.
Ammo is not illegal. It is (right now) scarce, so I expect that if you are a gang-banger in Chicago you are probably paying a stiff premium for your 9mm. But that is only because someone had to go buy it legally and is now charging you the standard criminal surcharge.
Is that enough to engineer a truck-hijack operation? Doubtful, since Walmart will have another truck next week and you can send flunkie #2 in to buy the stuff.
There is a big difference between scarce and illegal. That is where the big money is made, and where criminal organizations make their money.