A company I have worked for does not like having officers armed with firearms. They would only let us carry when a client demanded that we should be armed and only after the company failed to talk the client out of the idea. It could be a personal choice but I have my doubts.
Most of the guards I know are not training to do anything other than to be seen by the public. Depending on my mood I would have approached the guard and pointed out that I was able to get within striking distance of before they noticed me. Telling someone they should pay attention doesn't work most of the time. Gently tapping someone on the shoulder and asking how they let a stranger that close to them sometimes works in correcting their behavior.