Right now, you can’t exit the inventory section if any squad member is missing primary weapons equipped. I get the reasoning, but this is a bad place to do it. When you want to remove all weapons so you can give them to another squadmate, you have to go to a lot of extra work to give him a “dummy” weapon just so you can swap another squadmate in. With five squaddies, you need two dummy weapons.
It would be better if this message stopped you from exiting the entire inventory/mutation/squad/etc. screen, and when you try to switch to the Map section.