A Bicyclops Built for Two - S2-E13
Trivia: When Leela is talking to Alkazar, in the morning after breakfast, he says "please, call me Al." A nod to Al Bundy from "Married With Children." Katey Sagal (the voice of Leela), played Peggy Bundy, the wife of Al. Later, they have Al sitting on a couch, and Leela having her hair done up, like in "Married With Children."
Answer: There's no mention in the movie that the weapons have been enchanted or improved so it is probably just the usual heroic movie convention of 'bottomless magazines'.