This is one of the worst bugs that has been in the game since release and still isn't fixed. I poked around in the GECK and managed to fix it in less than an hour, and I have never messed with GECK scripting. I have only played around in the GECK tweaking things (other mods) for personal use. After looking at the scripts for the other casinos and figuring out how they worked, I could see what was wrong, and it was an easy fix. The other casinos use one script triggered upon entering the casino interior to confiscate and return weapons, but for some reason the Gomorrah is split into two, one upon entering casino interior that removes the weapons and one when using the door that puts them back. It looks like they were written by two different people because the first script checks to see what companion(s) you have with you and assigns a reference variable to them, in this case Companion1 and Companion2, and then removes their weapons. The second script looks at the reference variables assigned by the first script when returning the weapons. It used Follower1 and Follower2 instead, so the weapons never got returned.

After seeing how easy it was to fix, with very little experience using the GECK scripting, it's surprising how 9 months after release and 7 patches later this bug hasn't been officially fixed.

I uploaded the fix to the Nexus: http://www.newvegasnexus.com/downloads/file.php?id=42967