I wish it was in game too, but it would slow down the menus that much more (on console). That said,
start using destiny item manager, and never look back.
That thing is set to my homepage on my desktop - i log into that before i log into destiny.
It's not just inventory and loadout management. It has progression tracking for almost every aspect of the game. It also has a comparison tool where you bring up all copies of an item so you can see whats good and whats trash. They also have a loadout optimizer.
Trust me, just use it, it is better than anything the Dev's at bungie will ever be able to make without crashing the game.
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+2 I use dim all the time. Hardly ever use the vault or visit postmaster. I have at least 20 loadouts for my three toons. Also make easy to find items via search function. Also all vendors inventory is listed.