#Roland threw them aside before going through the door.
Technically, only one of the .38's is called out as being thrown aside. But I think the implication is that the belts were thrown away when he unbuckled his pants.
Roland/Mort only took their belts, holsters, and guns:
He took another quick glance at the clerk, then unbuckled the gunslingers' gunbelts and stripped them off. The he took off Mort's blue suitcoat and buckled the belts on himself. They were the wrong guns, but it still felt good to be packing iron again.
- King, Stephen. The Drawing of the Three:The Dark Tower. The Pusher. Ll. Signet Book, 1990. Print.
Then, after taking out the other two cops before going down into the subway, he tossed the guns aside and only held on to the ammo boxes and Keflex (emphasis added):
He reached the platform and tossed the .38 aside. He unbuckled Jack Mort's pants and pushed them casually down, revealing a pair of white underdrawers like a whore's panties.
...
The gunslinger stuffed the boxes of bullets into the underdrawers, took out the bottle of Keflex, and did the same with it. Now the underdrawers bulged grotesquely. He stripped off the flaming suit-jacket, but made no effort to take off the flaming shirt.
- King, Stephen. The Drawing of the Three:The Dark Tower. The Pusher. Ll. Signet Book, 1990. Print.
And the extra ammo and Keflex were the only objects that came through the door with Roland:
Mort shrieked, and in the last split second before the train ran him down, cutting him in two not above the knees but at the waist, Roland lunged at the door ... and through it.
Jack Mort died alone.
The boxes of ammunition and the bottle of pills appeared beside Roland's physical body. His hands clenched spasmodically at them, then relaxed.
- King, Stephen. The Drawing of the Three:The Dark Tower. The Pusher. Ll. Signet Book, 1990. Print.
If nothing else, this could be interpreted as: since Roland was only concentrating on bringing the ammo and Keflex through the door then only the ammo and Keflex came through. Nothing else on Jack Mort came through either (Roland was not described as wearing whore's panties, for example).