We thought you always talked to yourself already? Has your inner voice gotten quieter of late?

Anyway, the problem with your request is based on animation sequences. Until DUST is working on a better engine/console that change is unlikely. Currently there is an animation sequence that must be generated for each Suit and each valid weapon. To accomplish what you want would mean that there would need to be several different animation sequences and that is a lot of work. For a small team the size of CCP/Shanghai in particular.

Technical details follow:

Assume an object that indicates the current status of the Merc in question. There is another object that reflects the Suit and objects that reflect every item equipped that is capable of being manipulated. The first animation required is simply equipping the item whether it is a Nanite Injector or a weapon. De-equipping a weapon can be safely ignored and, indeed, seems to be currently. As a side note the changing of weapons is handled exceptionally well by Borderlands and the DigiStruct style module on the characters right thigh.

Now any weapon needs to be reloaded. That requires an animation sequence and there is some mechanism in the code to initiate that animation when triggered. There is, as is normal practice, a method for aborting the animation and the reload. Let's expand the code and the objects to handle your request.

First sequence is removing the spent or, worse, partially spent clip. That introduces a problem as the game prefers not to leave you with an empty gun and defaults to reloading it unless you switch weapons.

Ignore that for the moment and throw a grenade. The current animation is at the end of the removing the clip but has not replaced it. That allows the grenade to be thrown (existing animation) and then the aborted action can be restarted. That would mean the insertion of the full clip.

At least the existing animation would need to be broken into two sequences and possibly three depending on weapon type and reload sequence. That is not a huge problem until the number of weapons is used to multiply the workload to solve the problem. Additionally every sequence needs to be passed to QA and verified, then on to the Beta testers then hopefully no more tweaks will be needed.

None of this even expands the code to handle the various conflicting conditions. The one with the empty clip is definitely one for instance. Then each sub animation sequence needs to be able to be abort so the grenade can be thrown right then regardless of which sub-animation is in what percentage of completion.

When a version is released on the modern UnReal Engine there will be significant improvements in the graphics as well as the functionality of the engine. This will make porting DUST to the PS4 and eventually the PC relatively simple. At least nothing that UnReal cannot have procedures and guidance regrading the problems inherent that must be considered.