No worries Fraktal. If I understand it correctly, when you start your game (or load a new layout within your game) all of the animations in any objects present in that layout are loaded into memory. So if you have a bunch of animations in your player object that you will never switch to, then yes it is more costly as you are loading things unnecessarily into memory.*
The benefits of having all the animations loaded the way you currently have it set up is: If you can change your equipment mid stage, the animation will switch without the potential jank that comes from creating or destroying objects at runtime.
*One major thing to keep in mind when weighing the pros and cons of which style to use is whether or not you will actually feel a difference. If your making your game for pc only, I don't think you really need to worry about it and should instead go with whatever style is easiest for you to work with.