Private _protection_ is very different from private _police_. How do you think movie stars, mega popular singers etc. hire their… well, private protection?
Those guards are mostly for show. They really can't do anything. Even then, in South Korea it's even worse because I'm pretty sure they can't even carry a gun.
The happenings in the linked article look like they'd be easily deterred by the presence of strong men guarding the entrances. Not everyone posing a threat, especially in SK, comes in with blazing guns.
