In fact, you don't need to carry the weapons with you. Just find one of those black weapon containers that are spread around the map (like the ones from ICA supplies) and place the rifle(s) you want to conserve in it. At the end of the mission, they are added to your available arsenal for use in the future.
It sucks however that you can't use the larger rifle cases (like the one used to conceal the Dragunov in the tutorial) to carry other rifles, barring the FN2000. It severely limits the usefulness of non-concealable guns.
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Hmm, I'm not sure if I've found those, can you remember where exactly it is?