This came up for us as well. On our first game we wanted to boost one of the weapons with an Item we got, and it seemed odd that the starting items wouldn't already be attached.
We decided to play with starting items not attached, but I think we might change this in future because it just felt wrong. Of course if we wanted to re-attach the Item to a better weapon we find, that's when we need to use the dice.
Although it is not specifically foreseen in the rules, it makes sense thematically and I would house-rule it that way. Nice idea.