The power of Tzeentch can control gravity, as well as your soul. . .. really it's because they're plastic. Nobody converts their bolter shells to hang realistically, that would be a ton of work. But then, really, if the bullets are held very tightly together by the belt they might stick straight out in one direction like that anyway.
These guys are wonderful-the etherial colours are seriously well done.
One tiny problem- If their bolter rounds are fed via a short belt like that-why doesnt gravity effect them? The rounds should "hang" towards the ground.