Weapon Straps?

[Tonguez]

historically weapon straps were used for light weapons (clubs etc)
heavy weapons that weren't such a great idea because they had the potential to cut into flesh, crush fingers and even break wrists

 

[Elder-Basilisk]

Let's see.... why didn't most soldiers do so in history? Weight/balance, perhaps? A strong, sturdy loop right where your opponent can slip a blade in? The lack of the ability to do other things with the hand by putting away the sword?

Hmmm. Historically, knights did actually chain weapons to themselves at least in some eras. In the early development of plate armor it is not uncommon to see suits depicted with three chains (for the sword, mace, and dagger) attached to the breastplate.