Exactly - and it is not that confusing. The GLOCK and the MP 5 using the same kind of Ammo in reality (9 x 19 mm Parabellum). The only difference is the Clip. But the HL 2 SMG is based on the MP 7 (the HL2 Model looks different from the real gun) and that one uses 4,6 x 30 mm. the HL2 Pistol (USP Match) uses the 9mm Ammo again. (Note US people would write it 4.6 instead of 4,6)
I found it funny in the movies when they throw away empty clips because they are actually made to be refilled in a few moments. Throwing them away is waste of material…