The Red Caste were not threatened by the average Gorean man entering the city with his weapons; however, in certain situations they would request that a visitor relinquish their weapons or they might even detain a visitor. They were guards and their discretion kept the citizens safe.
What prouder or more honorable men than the warriors of Gor, have ever walked the surface of ANY planet?
"What is it to be a warrior? It is to keep the codes. Nothing else matters"
"The only honorable reply to a challenge is to accept it promptly"
"Until you find someone, your companion is peril and steel."
If you lift a weapon against a warrior, he is permitted by his codes to kill you.
"Warriors have a common Home Stone. Its name is battle"
I would have supposed that armor, or chain mail perhaps, would have been a desirable addition to the accouterments of the Gorean warrior, but it had been forbidden by the Priest-Kings.
Tarnsman of Gor. Page 48
They, like Gorean warriors, wore no visible armor, as this defensive devise was contrary to the rulings of Priest-kings.
Swordsmen of Gor, page 334
Whatever the truth may be in these matters, the priest-kings, as is their wont, did not explain the rationale for their rulings. They do enforce the, however, mercilessly, with the Flame Death. perhaps the rulings on body armor were not even particulary rationally motivated, at all, perhaps they were the result of a rando notion or an idiosyncratic whimon the part of one or more Priest-Kings. Whatever the case may be the rulings, as in the case of certain forbidden developments or innovations in weaponty and communication, and such, are in place.
Swordsmen of gor, Page 336
Know the role you have chosen to play.