Trying out weapons without upgrading them works fine in my experience. DPS isn't really a factor in games like this, what matters is how reliably you can land hits without getting hit back. Run the runebear/revenant/greatshield knight gauntlet with something and you'll get a sense of how effective it will be, regardless of damage numbers.
That said, I do get that there are players who like to change weapons frequently just for variety, and the system does hinder that playstyle. There are enough somber stones scattered around to support multiples, but if you try to upgrade more than 2 standard weapons you're going to struggle to bring a new one up to par until you find the bell bearings. Doesn't bother me personally, but it is a fair point to criticize.
And with that...
pow!
I'm gone!