I've known quite a few Stn Cdrs do that in the last couple of decades, one even brought sherry and mince pies into the guard force when I was Gd Cdr over Christmas
On one (to remain nameless!) Station I was once on, Staish and Execs actually manned the gate for a couple of hours on Christmas Day so the guards could get a Christmas lunch at home.
Reinforced by OC Police and/or OC Rocks to ensure someone (of less than Wg Cdr rank) was present who could be trusted with a live weapon.......