Ah I see.... that's not something I've ever tried actually.
There are 3 equip states, Unequipped (in the inventory), soft equipped (on the character holsters) and active equipped (in the characters hand). By default we go directly from unequipped to active equipped.
Perhaps you can create an Item Set Rule with no Item Categories, that should create an Empty Item Set. Then if you make that the default item set it should have priority over the item equipped on start.
If that doesn't work, a work around would be to soft unequip the item after it was active equipped using an additional custom component.
In the mean time I will add this as a feature request and I will look into it in more detail.