Messing around in Haven I found out that it's possible to unequip all your weapons and your shield. Then I thought to myself, "Surely you wouldn't be able to go down into the clockworks without any weapons". But to my surprise it is entirely possible. I then proceeded into a T1 arena.
http://cloud.steampowered.com/ugc/560912345967373472/7D6CBDE28699771CFE6...
I don't think it's really a bug. Possibly an oversight in design, though I would imagine you'd have to be pretty absent-minded to enter the Clockworks without any equipment on. I've personally went in and joined a party with only a Blackhawk equipped. Thankfully it was a deconstruction zone and I had a party member.