It takes several minutes to get your stuff back. I think this throws off a lot of people because most games where you become imprisoned and lose your equipment give it back to you almost immediately after escaping, so we're conditioned to expect this, and Kim's dialogue ("First get your stuff and then we'll leave!") does nothing to dissuade one of this preconception. (I thought that I had missed it at first, too, and I've seen other people ask the same question on this forum.) But don't worry, you can't miss it - Kim will say something about it when you reach the room where it's stored.