There is a method for getting them saved to the build out of your ship yes. They can sometimes be repaired (maybe only in game looted items) but in my case have always come back with a claim.
If you want to try it out here's the steps that have been shared and are working for me.
Retrieve Ship.
Place Guns on the gun racks of the ship. You may need to leave Armistice zone to place weapons
Store Ship
In the Vehicle Loadout Manager, remove a component like the cooler and Save the Build.
Close and Re-Open Mobiglass
Replace the removed Component and Save the Build again.
The gun rack should be saved to the ship build as well now. It will Increase repair costs but may not actually replace missing guns. I have found that guns that you can purchase in-game usually come back on a repair, but any other guns that you can't purchase in-game only come back on a claim (sub gear, web store items).
I go back and forth in my mind. It makes sense that this could be a way for Sub Gear to somewhat get protected. It's not outrageous. I think if anything the bug is that it works on non-sub/store gear.
And it was VERY Well documented in 3.19.0 so they had a chance to remove an exploit with 3.19.1 and didn't, so maybe not viewed as that horrible, or actually its working as intended.
I think there's a chance they do something like purchasing a separate insurance policy for such items to make it "official". They have already talked about having optional cargo insurance at some future point.