That's because machine guns do use clips. Look at the pictures fool!
Now scroll up and look at the first one that I posted.
The best example of a true "clip" is the spring loaded clip on the WWII m1Garand. That's what makes the *ching* sound when it's out of ammunition. The "clip" pops out, readying the rifle for another.
On that note, I think it would be cool if Duke comes across some thugs with motha ****in' 9mm's and the thugs say, "Oh, shit, we out of clips." Then Duke goes, "I've got a clip for you." And blast them with a machine gun.