It's clear from the opening cinematic, that once we're scooped up by the nautiloid tentacles and teleported into a tank, we're not really a threat to the mindflayers regardless of what arms or armor we had on when we were nabbed.
All the other thralls are fully clothed and armed right? Presumably holding whatever they had with them when they got slugged, with no real concern from their captors about it. If anything it probably works to the mind flayer's advantage not to disarm us and leave us naked, in case of the exact emergency contingency that goes down in the prologue when the ship is attacked and overrun. Since we're meant to be enthralled, it shouldn't be an issue for them. I mean until that dragon torches the brine pool and jacks up their whole scene, they had us basically on lock down and fully ensared.
It would be more fun I think if the "Who are you" break included starting equipment selection. It makes complete narrative sense from their opening cinematic set up, so what could it hurt?
