Note to Stardock, This bug STILL exists in the current build. Although you switch equipment, switching from a melee weapon to a bow doesn't work, although it might work if you switched only melee weapons.
However, what you CAN do is access the store and buy healing items which DO appear on the hero the following turn.
I would REALLY like the ability to switch weapons in tactical combat. You give us many specialized weapons, it's a shame that we can't choose the best one for the situation in tactical combat at the cost of the hero's turn.
Anyway, whether you decide to allow weapon switching or not, at the moment it IS a bug.