Which, given that the sorts of characters we see in the game are Inquisitors with absolute authority, Tech-Priests with access to the vast resources of the AdMech, or incredibly rich Rogue Traders, is not too much of a stretch.
Power weapons are rare and expensive pieces of kit that the average citizen would be lucky to see in a lifetime.
A rogue trader does what his name suggests... He trades. He chases profits and adventure. He isn't going to spend hours on end sitting in his quarters, writing astropathic communiques to various individuals asking them if they know where he can acquire a rare piece of equipment. He's going to be spending most of his time sending messages regarding trade contracts, making sure that when he reaches the destination that he's headed for, there's someone who wants to buy what he has to sell, and someone who has something worth buying. Even back in the 1800s, during the height of the atlantic shipping trade, trading took a serious amount of organisation, skill and preparation. Factor in the various complications of space travel, let alone warp travel, and you're talking about a 24/7 full time job.
A spaceship isn't cheap, as the crew needs fed, the ship needs fuelled and maintained, and all sorts of costs have to be factored in. Therefore, in order for a rogue trader to keep his ship running, he needs to have a lot of money. To get money, he needs to run successful and repeated trade runs, which will probably weigh heavily on his time, as he has a hell of a lot of arrangements to make for every trip. Delaying the trip for a few weeks for him to go off and ask some questions about if anyone knows where he can pick up a decent bolter is surely going to cost him through the nose.
And let's face it... When you're sitting on board a ship which has lasers which can punch a hole in the crust of a planet, why are you going to go chasing after a puny pistol or sword? A sensible rogue trader would probably see such ventures as a waste of time, and therefore money. Rogue traders are businessmen, after all, and they probably have much more pressing matters on their minds than chasing fancy weapons. Sure, one might turn up in a shipment once in a while, but as these weapons are so exceptionally rare, the odds are that if it went missing, it would certainly be noticed.
Sure, a rogue trader might have a power weapon that once belonged to his grandpappy, but would his crew? The point that I made earlier was merely that the likelihood of two power weapons ending up in the same warband (excluding exceptional circumstances) were minimal. Not impossible, just rather improbable.
To give a better example of this - If an inquisitor went around chasing rumours about the existence of a particular powersword throughout an entire sector, and after months, if not years of looking, he finally found the world where it was rumoured to dwell, and then he managed to penetrate the world and fight his way through the cults that had been secretly hiding the weapon, as they believed it to be a manifestation of the Emperor's wrath, and had navigated through the catacombs of an ancient hive city to finally lay his hands upon the hilt of the blessed weapon..... Would he really go through all that again so that his acolyte could have a powersword? Or would he say "Great... Now I'm off to chop up some dirty heretics!!!" Or, if one of his warband already owned a powersword, the inquisitor would probably just tell them to hand it over, and would then proceed immediately to the chopping up heretics stage.
If he trusted one of his explicators enough, he might send one or two of them on a mission fetch the weapon for him whilst he attended to more pressing duties, but what would stop the explicator from then running off with the weapon? Such a tool is worth a considerable sum of money, and if he sold it and then claimed that the weapon never existed in the first place, who would be any the wiser?
I'm probably alone in my belief, but I think that power weapons, bolters and plasma weapons are rare and precious relics, lovingly hand crafted by the finest of craftsmen. Therefore, I have my doubts that two of the same weapon would end up in the same warband.