It is part of the FAA regulations. Granted, not carryin ammo would be one way, but if some nutcase decided to smuggle some on board, you could have a real problem on your hands. So on-board weapons have to be all non-firing. Additionally, nothing that attaches to the undercarriage can be droppable. So, drop tanks have to be bolted or welded on so that they can not be inadvertently dropped.
Yep, they did that for the Doolittle raid! But remember that alot of the CAF aircraft are out for static display before they are sent out to fly. The fighters are actually alot easier, we take everything else out but the barrels to save weight, and thus, fuel!