I wonder if this is intentional – them not being official party members at the start, more like followers? Thankfully you can still steal Lae'zel's armour (they're still considered party members from an equipping perspective).
Which reminds me: I wouldn't mind (and in fact I would strongly prefer) if in some cases companions could have unique personal items that are not willing to give up to the party leader.
Lae'Zel armor would be a perfect example.
...Didn't they already started doing something like that with the SH artifact thing few patches ago, incidentally?