Some servers have reload some dont. the reason they dont have reload is so that its a little bit easier to kill the zombies i guess otherwise you could just find a server with reload. I think most of them have no reaload though so...deal with it
Good zombiemod servers will generally give you a shit-ton of ammo but require reloading and limit you to SMGs or shotguns. That forces people to stick together and really fight off the zombies while still giving the zombies a decent chance.