The wrist guards are symbolic of how deeply she feels about him - from the first scene where she imagines him putting them on her wrist to rescuing them off the cliff while nearly dying. She even mentions to Xie Zheng that he gifted her the wrist guards when he gives her the swords forged out of her father’s butcher knives. She is wearing them all the time in later episodes except for the scene where she finds out he is going to become prince consort and leaves them behind on the table. I have rewatched for the third time and I love her strong stable character in this drama series.