The assumption you have is that we start before or during the fight, untouched and unhurt. Ready to fight. For all we know we may wake up in the aftermath, hurt and separated, or the game will simply ignore whatever we had and start us off with a generic default weapon we have to find and pick up, like we do at the beginning of D1. Secondly, the problem with this is that Bungie would have to support basically every primary they've ever made plus the new ones, and that's not something they can do very well because it affects performance. It's kinda counter to one of the reasons I think they decided to leave weapons behind. Pretty quickly we would have to be forced to lose those guns permanently or else it will always pose a performance problem.