It's really weird that they don't have armours.. I guess they don't have their own anymore.. Not that I'm complaining. xD (My boyfriend just pointed it out to me.. he loves armours.) Plus they don't know that the dragon is still alive.
it is a bit odd, yeah, but then they are supposed to be going on a sort of secret excursion and didn't plan on meeting much resistance once they reached erebor - like you say, they didn't expect the dragon.