Had something similar to that happen to a co-worker and I when I was MUCH younger.
We had just come in with a body and while we were putting the body on the table, someone was just outside stealing our First Call car. We never heard the car start up and drive away. The door to the building was open and just down the hall, we were in the "prep" room getting this case prepared to emblam. As I wheeled out the gurney to put it back in the car, the car was no where to be found.
It could have turned out like the story showcased above. The thieves could have come in and robbed us. Neither one of us had a gun. Could have turned out much different than just a stolen car.
Why would anyone need a gun? If I was embalming a body at 1am, being robbed would not be at the front of my mind. You just never know what crazy people are going to do. Noone can be there to protect you all of the time, except you.