@nickgittoI went to test to see if it happened to me and it seems somewhat intentional. Only because throwing grenades as other legends returns the player back to the main weapons. However, I can agree that is annoying.
Something I've noticed as well is that in the patchnotes, they've mentioned making all of his sling weapons have all level 1 attachments. However, when putting a gun into the sling, it requires a reload to be at max ammo. I'm not sure if this was because I was testing in the firing range with infinite ammo, (although even that shouldn't matter), he should of had a full mag when picking up weapons. I can imagine that giving him the extra bullet would lead to players constantly switching guns for ammo, however who would sit there reloading a gun over and over again for one bullet at a time?
Another issue that I've noticed is that when you activate the ult, it doesn't upgrade the sling weapon to be fully reloaded. For example, a Sentinel has 5 bullets by default, in the sling with level 1 attachments, it should have 6 bullets, (which it only has 5 in the last problem, but lets you reload to 6). On ult activation, it should set the Sentinel's mag to 8, but it keeps it at 5, (or 6 if you had reloaded). Shouldn't an infinite ammo ult auto reload weapons? At least ones in the sling?