Think of them as being like OmniMechs. You can't change weapons during the mission, but between missions you can decide what to fit onto them. Facing infantry? Load up on MGs and/or flamers. Anti-Mech? Lasers or magshot.
In addition, they impose movement limitations - -1MP in the case of detachable weapon mounts, or the 'can't jump' aspect of detachable missile packs. So if you REALLY REALLY needed to run away, you can abandon your weapons to get that extra 10kph. Not something I reckon you'd see on the gameboard, but perhaps more likely in the RPG.
W.