There is a game breaking bug at the moment with events that include NPCs such as riding shotgun and radiation rumble where if you die they will sometimes loot your weapon and all your ammo.

Just lost a BE Gatling gun when I died in riding shotgun and nearly 2k 5mm ammo only to find one of the NPCs now had a Gatling gun.

Just to be safe don't use you're best/rarest weapons in events like riding shotgun just in case one of the NPCs decides to steal it