Shoot his way out of the Depository? The Sheriff’s office was cater-corner across the street, hence numerous police officers were in the immediate vicinity of the TSBD practically all the time. And LHO had to know this. He would have had more bullets in him than Bonnie and Clyde put together if he had tried to shoot his way out. His best chance to escape the TSBD was to blend-in and that is exactly what he did.
Can you imagine - let's try for a second but just one - a defense lawyer stating in court that his client couldn't have shot the victim Smith because no box for the ammunition he used was found? Or that the police couldn't find where he purchased that ammunition?
I don't believe a jury would find that dismissive of the other evidence.
No box for the revolver bullets found on Oswald was discovered either. Nor did they find out where he purchased them. Does that mean the shells never existed? He didn't have them? What exactly?
Some people have an almost emotional need to exonerate Oswald. Mr. Walton has stated before that Oswald obviously didn't go to Mexico City since he denied going there. So the evidence that he did go there e.g., physical, eyewitness, circumstantial, is dismissed because he denied going there? Sorry, I don't think that's a reasonable conclusion.