If personal weapons were authorised, given the general level of training in close protection, I think there would be a high risk of loss.
If weapons were authorised for carry then I think it would be prudent that they were only carried when two or more people were together - armed police patrol in pairs.
Should Servicemen in private housing be threatened there are other issues such as family at home alone.
In Germany a few years back, after the switch to UK number plates, it was easy to see Britmil cars from unit stickers on rear windows to many other clues.
In UK it was also easy spotting military personnel driving to work in civvies.
Persec is a huge problem.