I will say that it was amusing in the Marathon FPS series..... but, of course, you're a cyborg super-soldier in those games, so there's alot less issues with strength and coordination problems. And, of course, that was back in the day of "traditional" FPS's (unlike the modern longarm+sidearm style) that didn't care about carrying 9 guns or the mechanics of reloading them.
http://www.bungie.net/images/Games/Marathon/Screenshots/Marathon2/mtwo1.jpg
..back in the day when action heroes knew how to wield shotguns.
Anyways, I'm sure people could just mod dual wield weapons in, it's not like they're completely unallowed in the GECK or something.