I, for one, totally agree with OP.
I'd really like to fight with a Magitek Armor or an Arihman.
Sure, I like chocobos but I much prefer Magitek Armors.
In my opinion, it has more potential as a fighting companion than a chocobo, and I don't want to hurt the precious chocobo I will have raised.

But seriously, it comes down to having the choice. If you guys like chocobo, fight with them. If OP and I prefer another companion, allow us to be satisfied too. It won't hurt your play style, guaranteed.

P.S: If it's still not possible, at least, allow me to outfit my chocobo with a full Magitek Armor!