Although all of our embassies have armed Marine security guards to protect classified materials inside embassy facilities, many of our consulates, which are outside the capital city, do not. In both cases, it is the obligation of the host government to protect diplomatic facilities and personnel from harm. In most circumstances, host governments would consider it a breach of their sovereignty for armed foreigners to be deployed on their soil. We would never allow such an arrangement in the U.S., and and such matters are based on reciprocity.
It is not uncommon for ambassadors to have armed escorts when they are moving about in the course of carrying out their duties. Normally their escorts are also host country nationals. In the somewhat special case of Libya, Stevens was apparently traveling with two armed American bodyguards on his trip to Benghazi. The two American bodyguards and another officer from Benghazi died with Stevens in the attack on the consulate compound.
What was the nature of the Benghazi consulate? We have not been told. But it was mainly, if not completely, a CIA outpost tasked with keeping tabs on the mixed assortment of political and military forces operating in the area. We also have not been told why Stevens risked going into a violent and dangerous situation, of which he was well aware. Tripoli was safe. Benghazi was dangerous. My guess was that he decided that the mission was important enough that the risk was justified. ...
The question of whether the tragedy could have been prevented is legitimate. A rush to judgment before the facts are in is not. Much has been made of the confusion about what actually happened on the ground in Benghazi. The State Department and the White House certainly do not get high marks for the way they handled inquiries. That said, allegations in Congress and on Fox News that a massive coverup was attempted make no sense, and the record does not support the charge. A coverup would serve no useful purpose for the administration.