They use a lot of ammo in the Old Mexican Bordello scene, like when they are shooting through a wall at a target they can't see. They didn't look like they were carrying so much ammo.
Scenes early in the movie looked to be (I cringe to use the word, I really do)
tactically sound. They were using cover, aiming where they wanted to shoot.
In the Bordello scene, though, they were willing to run into the courtyard to get the sack of money, knowing that as soon as they go out there, the place turns into a firing range.
They probably knew it was near the end of the movie, though, and they had to find a way to get killed.
Weimadog