The engine only allows for two weapons. I am not sure how you could see the A.I. units wield three weapons. Maybe you are confusing units? For troops who historically used more weapons (the most common being cataphract types that used bow, lance and a side-arm), the EB team chose either to drop the bow (as is the case with the Scythian cavalry and the late Baktrian bodyguard) or the side-arm.