It's not ammo for handheld guns that is the primary issue in Ukraine for both sides; it's the artillery shells. The main reason why Russian losses in Bakhmut were so high is because Wagner took the city by waves after waves of infantry assaults on fortified urban positions with very little artillery support - because they cannot sustain it.
This isn't really a surprise, either - this isn't any different from any other major modern war where the sides are roughly on par. The original surprise was that Ukraine managed to hold up against the initial invasion such that positional warfare became more prominent, and with it the traditional dominant role of artillery.
To be clear, this doesn't mean that artillery doesn't get used at all. It just means that some assaults go on without artillery support, and most assaults go with a lot less of it than is supposed to be used to soften up a fortified enemy position according to military theory.
Artillery became dominant quite early on, since the initial Russian attempt at blitzkrieg failed last spring, and things changed into something more closely resembling trench warfare. Since then, its extensive use has caused supplies to dwindle. Wagner troops under Bakhmut specifically were high-priority as far as Russian logistics is concerned due to the political importance of the battle, which is why it didn't take them until this past winter to run out - this is when Prigozhin started posting photos with piles of corpses of his own troops and complaining about insufficient supplies. At the time, people from various other units noted that they have been having those problems for much longer, and the unofficial term "meat assault" (мясной штурм) was already in widespread use among Russian troops to describe the way they were fighting by the end of 2022.
Russia uses plenty of artillery in Bakhmut, far more than Ukraine does. But their army has only been successful at taking ground with truly enormous amounts of artillery, like what they were using from April to July of last year. That level of artillery consumption cannot be sustained and without it they have barely been able to defend the land they have much less take new land.
This isn't really a surprise, either - this isn't any different from any other major modern war where the sides are roughly on par. The original surprise was that Ukraine managed to hold up against the initial invasion such that positional warfare became more prominent, and with it the traditional dominant role of artillery.