NFPA 495, which governs explosive storage, has no requirements for automatic sprinkler protection of ammunition storage except in Mercantile occupancies.
Your post states "mainly ammunition storage." Are other explosive or pyrotechnics stored in the magazine? If so, that storage is in violation of NFPA 495 and BATF&E regulations.
If your storage is limited to ammunition, you can protect it with automatic sprinkler protection. However, the system is not required by NFPA 495 or the 2003 International Fire Code.