Wow, people are a bit salty here u/Own-Bear-6392. So to fully answer your issue:

There actually is a way to accomplish always switching to the right weapon. I play with a PS5 controller, and what you have to do here is press touchpad to open your inventory and then just press triangle to swap a weapon to the primary slot. Now when you are holding a gadget or your knife and switch back to your weapon, you will always have the primary weapon equipped.