As a swing-wing plane, putting weapon stations on the wings meant they'd have to pivot in the opposite direction of the wing motion to keep the bombs/missiles pointing forward (so they didn't become an aerodynamic drag.) Pivoting ordnance stations on the wings would also mean the wing swing servos would need to be larger and more powerful (aka heavier). So no ordnance on the wings.
http://www.anft.net/f-14/f14-detail-wsm.htm
The other heavy consumable part of a fighter is the fuel. Most of the fuel on the F-14 was carried inside the fuselage between the engines. There were small tanks in the wings (which mean there was a flexible hose connecting it - that likely leaked) but most of it was stored along the centerline of the aircraft, helping with the center of gravity and allowing it to turn faster.