I'm sure they didn't bring their weapons because they assumed they were safe.  But as they taught us in Basic Training, "An assumption is the mother of all F### ups."  I played a lot of baseball in my younger days and it's hard to imagine a sidearm not getting in the way, but they could keep 'em in the dugout.  When you carry a weapon, the odds of ever needing to use it are a million to one.  But when you need it, you need it.  You don't want your tombstone to read, "Here lies Snowflake1.  Her odds of being here were a million to one."

The fastest growing segment of the gun market is women.