The SS is not there to protect you from people stealing your stuff. They are there to protect your body. This is the difference between security and body guards. They would have been looking for someone touching her or someone dropping something off (bomb, poisoned drink) but not for someone taking something away.
They would also have been with the body. Which means if she was away from the table at least one of them would have been with her and the rest would have kept their attention on her as well.
Her purse was not important. The body that you are guarding is all. Everything else is a distraction.
The SS is not there to protect you from people stealing your stuff. They are there to protect your body.
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But if the man got close enough to her body to steal her purse, shouldn’t they have kept an eye on him?