Seems odd. I've had a few jobs that required me to be armed at all times and also be expected to socialise with drinks various. I've been to a fair few embassy events where pretty much everyone had a personal protection weapon. I can remember more than one where the MA's wife held a collection of pistols and holsters whilst games were afoot - including one where Sir Malcolm Rifkin was joining in on the fun.
That said, I don't remember an embassy event where they didn't lay on transport or divide you from your car keys should you drive there yourself. The embassy leadership was all too aware that vehicle accidents were the biggest killer of personnel, what ever the military/criminal/state-actor risk.
Things may have changed (although I expect not) but British ambassadors were universally brilliant and utterly forgiving of anything, with the exception of lying to them. Confessional conversations were a must!