I think i saw this bug during one of the videos showing the game a month or so ago, they ended up loading an earlier save in order to get their guns back, you'd think they would of fixed it before shipping the game.
There are a lot of things you'd think they would have fixed before shipping the game. It's a great game that needs some patch polishing love desperately.
I have a related annoyance, and I'm pretty sure it isn't a bug, just a frustrating oversight. Everytime you leave a building where they confiscated your guns to enter, you get them back (hopefully, bugs not withstanding). However, all your inventory hotkeys are blank again, forcing you to tediously reapply them. Would it have been that hard to save out the player's hotkeys and then automatically reassign them when the script gives you back your stuff?