I managed to kill Werdna but I lost all my gears and I didn't get the amulet

How did you lose your gear? Was it lost when you returned to town? If so, then you must have had the amulet.

Congratulations! You've now completed Wizardry 1!

Unfortunately I can't keep the amulet, it disapear as soon as I exit the 10th floor

As far as I recall you returm the amulet to trebor, and get the ">"-marker to your name.
That worked for me :-)

But my chars lost all items in the process, not only the amulet. Is that a bug? My Ninja really misses that nice Vorpal Blade ...

It's not a bug; that's how the original game worked.

With that said, if your goal is just to finish the game, items aren't that important. All you really need is high-level magic, to successfully run from (or quit out of) unreasonable encounters, and to get lucky with MAHAMAN in the final battle.

On the other hand, that equipment would be nice for Wizardry 2, if there's ever a remake that allows importing from Wizardry 1 while keeping items. (The Apple 2 version does, but will reject characters with quest items.) With that said, Wizardry 2 has one guaranteed set of powerful equipment, unlike 1.