Why would she even mention anything about the weapon? If you look at the cutscenes, the WoL was only summoned by the Sultana. Prior to the meeting with her, you had to go through the handmaiden of whom may have asked you to leave your weapon behind for whatever reason such as for security purposes. Nanamo would probably not even notice that your weapon was missing since she has a lot going through her mind.
Plus, asking to bring a weapon to a private meeting with one of Eorzea's powerful leaders seems kind of sketchy and suspicious. :p
