Good question, Jahled. I guess it´s because first they wouldn´t have entered the bridge without their armament, so the empire would have had to search for the Falcon on their own, and second because they just looked cool with their weapons. But it´s indeed not logical, especially concerning IG88. You never know what he´s programmed on. He could have taken out the whole bridge crew and hurt Vader seriously before he could have been taken out.