As Pervavita said.
Some warbands(including official GW ones) do have initial access to rare equipment, and sometimes at a reduced price. The rationale is that in the warband's homelands these items are more commonly available than they are around Mordheim. Hence, you can buy them without a roll when first creating warband, but not subsequently.
My group does have a house rule where, if a rare item is on your starting equipment list, any of your heroes searching for it receive a +1 to their roll.