I'm all for more options and it's relatively simple to do it. When we say "he's a guardsman", there is always the question of what kind of guardsman? There are medics, heavy weapons specialists, demolition specialists, pilots, vehicle operators, scouts, snipers, and that doesn't even include certain "named" veteran regiments that are notorious for their reputation such as the Cadian Shock Troops, Catachan Jungle Fighters, Death Korps of Krieg, and Maccabian Janissaries just to name a few. All of those elite regiments would certainly start with different gear.
For a start it's nothing that can't be worked out with your GM if he/she is in any way reasonable or inclined to act like an adult. Want an elysian? Work it out to start with the lasgun "compacted". It's doubtful he'd have a gravechute at all times. Want a catachan? Make a feral worlder, work your stats maybe a little stealthy and work out starting with a machete equivalent.