Not just the Raid. Just doing normal Strikes I've run out of ammo. Once I had no ammo for any of my 3 weapons, no grenade, and no Super. I just had to wait on the sidelines while the other 2 took out a Fallen walker. It might be just my perception but it seems like when I run the Rat King, I run out of primary ammo quite often. I wind up using my secondary until I can locate some primary on the ground, which isn't as frequent as you might think.