Hmmm... Well, as Journeymen, they were quite bulky. Also, they were able to withstand Wight blasts without paralization. I think that maybe they just threw their 'overcoats' over what they wore. Kind of a 'cover the glory of the Heron' while being pennitent. Also, continually wearing the armor, even with more clothing, would be harder, and would fit in with their self-imposed punishment. Also, having the katana's, and not using them, even when close to death would fit with that as well.
However, If you look at the remains of a Journeyman after a hard-death, you will see no sign of their swords or armor.
Zan