No, I didn't touched requirements. Items have equipment parts set, custom bonus, auto stack and 1 inventory space per stack. Everything else have default set up. I found what drop happens when I was equipping the LAST gem from inventory. It means I can succesfully equip 3 gems when I have 4 gems in inventory, but not 3 in 3.
I tried unchecking Auto Stack or 1 space per stack - but it doesn't solved the problem. It seems like a bug and happens with both armors and weapons. Though I have only 3 gem slots and it is not a big deal to attach 6 gem types to specific slots - 2 for each.
Update: With Auto Split everything works fine but it looks ugly.