Given that this is a Friendship Festival in Equestria, this is a legitimate possibility.
However, I posit that the royal guards, upon taking one look at the Storm Guard and their magic resistant armor, decided they would be much more useful evacuating the rest of the city, rather than getting their flanks handed to them.
@Crowley
Well, that’s slightly more charitable than my head-canon: Twilight Sparkle asked Celestia to send them off on maneuvers somewhere out of sight because armed guards at a “Festival of Friendship” would be a real buzz-kill.
I’ve had a headcanon that fixes the guard issue; all the guards are OUTSIDE the city, anticipating an attack to happen, but the Storm King’s forces snuck by them because they were hidden by that large storm cloud they used. By the time the guards would regroup in the city proper, the princesses were already stone.
However, I posit that the royal guards, upon taking one look at the Storm Guard and their magic resistant armor, decided they would be much more useful evacuating the rest of the city, rather than getting their flanks handed to them.
Edited
Well, that’s slightly more charitable than my head-canon: Twilight Sparkle asked Celestia to send them off on maneuvers somewhere out of sight because armed guards at a “Festival of Friendship” would be a real buzz-kill.
That would make sense, though I feel like they would at least have a few guards around the Castle.