Sorry weapons are mainstay meaning no selling those weapons. The system they set up is selling off all the junk you collected to buy your ammo, weapons and such. Yes, it is annoying isn’t it; but it is only a small part of the annoying issues in this game.
You know this game does remind me of Skyrim, but with guns. But you are right in that you can't sell everything, Plus when crafting items I find it very basic, It would be cool if you actually had to make your carrying cases and wallets and such.