The idea is that your starting equipment represent who you are, part of your profession/background. To that you can "save" one extra item that you have acquired during a mystery. A lot of the various upgrades in Castle Gyllencreutz will affect how the group deal/have access to equipment. It is done this way to represent that your character have a life between the mysteries. If starting to allow players to sell items or to have more than one extra item (besides your personal items), will break this system and will make some talents and building upgrades fairly useless (and can also lead to some power gaming exploits).
“Thanks for noticin' me.” - Eeyore