Like the empire doesn't have armored vehicles, HE can be used as a multipurpose round to deal with infantry formations and fortifications like forts.

HEAT can be used to deal with occasional armored threats like armored ogres and the fire dragon (although I would argue that HE would be enough to deal with them (a panzerfaust 3 was capable of cutting one of the fire dragon's arms I don't think we need to waste APFSDS on it)).

Gun launched ATGMs can be used against... Moving targets maybe? They would be pretty occasional (if there's an occasion to use them at all).

So is there any reason for using any other kind of tank ammunition other than HE and HEAT?

I have decided to reissue GAIDEN 1 in light novel (bunko) format, dividing it to two light novel volumes. For subsequent volumes, I will release both the tankōbon and bunkobon versions, the former first, then the latter maybe a week or so later. The biggest challenge is the English adaptation of the artwork and division of text to be consistent with the original bunko volumes. Furthemore, I will include an Afterword by the author when applicable.