That TIE they stole was a spec-ops variant, too. The regular ones don't get all this fancy equipment. The Empire always had dedicated TIE Bombers on standby for that, but the First Order, being much poorer, probably uses regular TIE models in the same role.
Since SW space combat is WWII-ish, it's probably analogous to how you could strap a pair of small bombs under the wings of most WWII fighters. A pair of small missiles, rockets pods, bombs or something like that can probably be bolted on under the "struts" if the need arises, but they would interfere with maneuverability (and add drag in atmo) before they are dropped, possibly to the point of forcing the pilots to jettison them if they get jumped on their way to target. We have no way of simulating this in FS2 (which is a shame), but it would certainly be a nice feature.