Sorry, I ended up not having time that night (or the following) and didn't take a look until now.
I actually figured out a workaround! And perhaps a root cause. It was related to what you said, but not quite exactly.
If I
1. Click the weapon
2. Click the bay
3. Click equip
It seems to fail every time. However, if I switch that and
1. Click the bay
2. Click the weapon
3. Click equip
Then it seems to work for me every time now. Once things are selected though, I need to escape from the menu and re-dock to reset things (but as soon as I do I can get it working).
So yeah - it seems if you start a selection by clicking the weapon first it gets stuck in a highlighted state where it cannot be associated until the UI resets.
Hope that helps!