You have your equipment with you because Mindflayers do not strip you naked before putting you into a pod to be implanted with a parasite. If you haven't seen the opening cinematic, people get disintegrated when touched by the Nautiloid and then teleported inside the pod immediately to be restrained. Therefore our character has all those things because that's what they were having on them before getting abducted and the Mindflayers do not care since a person inside the pod is powerless to do anything.
Also the Mindflayers either
grow into the armor or blow it off if it's too tight when they ceremorphicize.
As for what Shadowheart points out, I have no issue with it. Just companions offering some insight on a situation at hand and everyone reacts differently when put in the same situation. Also companion insight may be helpful for those who don't know what they're doing or don't know where they're supposed to go. Obviously that may not be you, but it's there for those who may need some help since plenty of players are oblivious to what's going on.
