I'm only guessing, but I bet the individual departments of the government are probably responsible for providing their own security for their individual offices. And let's face it.. you can't enter a government office anymore without passing through a metal detector or through some kind of security checkpoint. Shotguns make security officers feel all warm and fuzzy. Besides, all that Homeland Security money has to be spent on something, or they won't give it to them next year.

Edit: I went online to the ED and found that they have their own criminal investigators, who carry firearms. Link below.