If the server didn’t send your inventory data to the duty server along with you, you would show up naked, and everyone else would look naked since their inventory data wasn’t transferred either.

And opening your inventory for the first time would then involve a wait time while the duty server sends the data request back to your world server for the data. Even if you only wanted useable items like potions to load, the duty server has no way of knowing about that unless it receives your inventory data from your world server.

You also have to receive both your own inventory/gear data and the gear data for your party members or again, they would appear naked.