That's not true. A host setup can easily accomplish this, the same way it currently accomplishes anything. By telling everyone about the change.
The client purchases the weapon (it doesn't need a server to tell it whether or not it can), then informs everyone about what weapons were purchased and being used, so that those clients (and host) can load up the media required for that weapon.
It's really not as complicated as I think you're imagining it.
The one and only,
Only those who sow the seeds of their desires will reap their benefits later.
However, I have seeds of my own to tend to. I don't have time to be someone else's watering can.