No need to be annoyed by it - it doesn't really give you anything. You get a limited number of attacks, and you divide them between your weapons as you see fit. Having two weapons with similar profiles makes it even more pointless.
So, assuming the Vanguard Vet sergeant gets 3 attacks in Kill Team like he does in regular
40k - if, say, you had the Relic Blade and the Storm Shield, you make 3 attacks with the Relic Blade, and you get the extra protection from the Storm Shield. If you had a Relic Blade and a Power Fist, you still only make 3 attacks, but don't get the shield's protection boost. Maybe you make all 3 attacks with the Relic Blade and none with the Power Fist. Or 2 with the Power Fist and 1 with the Relic Blade, or whatever. You've got the same number of chances of causing that D3 damage whether you have one weapon or two.