I purchased a nice Rare Multi-Melta and was excited.  I could now do some mean things to some ugly bastards.  I placed it on loadout over the Heavy Bolter (I also put a basic flamer in my swap slot).  I started up the match.  I had my starter heavy bolter and plasma cannon again.  So I exited the match to see if I messed up and didn't save my loadout changes or something.  In my inventory were the default heavy bolter and plasma cannon that I had removed to place in my new stuff.  In my loadout were the defaults; my new weapons were gone.