It strikes me that in games where you collect gear, it seems fitting to have multiple weapon slots. What happens is sometimes the main weapon gets disabled in combat and it's damaged reduced - or, if you have a secondary, that gets used. The secondary would actually have a max level somewhere below yours, so you'd actually use some of the lower level stuff. You might even have a third weapon, and perhaps it needs to be a dagger or such like. Upgrading all of these ensures you are more powerful in combat.
Or maybe I'm just a hanger on to the old Doom days, where your dude carried about ten weapons around with him...I like switching weapons... :)