Why cant I modify the weapon that goes with the Ogryn shield?

In Theory you should be able to use Shield and gauntlet as Bullgryn

We aren’t Bullgryn though.

well yes, you dont have the armor but basically you have the two weapons in 2 different weapon slots

Because Shield weapon are a set, like in VT, where you had for Bardin: Axe, Twin Axe, Axe&Shield and Hammer&Shield who are separate weapon

We might get more in the future though

Just as an idea, I think it would be really cool if we could choose to duel wield the weapons we want, of course with logical limitation to it, could have been a nice new game mechanic enabling more customization and variation.