I find it quite strange that they could build the vehicons, but not equipped their agents with exosuits or more other advanced weaponry?
No way. That would raise some questions from the Government as to where the Exo-Suits came from. Remember, Attinger is hunting down Transformers and handing them over to Joshua in secret. Government doesn't even know he's hunting Autobots. But then again, since he's doing it in secret, he can hind the Exo-suits like Lockdown. But I guess Attinger didn't risk it.
Lockdown can keep a low profile and help Wind covertly. At worst they could claim he's also a hostile target that escaped them. However Wind operatives running around in exosuits and power armor would raise questions Attinger wouldn't be able to answer.