That does bring up a very good point. Why hasn’t the Vatican organized a military force in modern times?
While the Swiss Guard carry machine guns in Vatican City, wouldn’t it be grand to have a mobile force that could be sent to provide “amenable” protection for Catholics, perhaps even teaching them how to protect themselves?
This does not mean an aggressive group, but one that could provide at least a little defense, for a short, if critical amount of time, to protect the innocent from the unthinking (if cowardly) mob, or a small band of fanatics intent upon doing them harm.
Importantly, this would be as much a diplomatic effort, of one nation to another, requesting a right to protect the innocent from harm, where the local authorities are either unable, or unwilling, to do so. Thus, just asking might do much to settle a potential problem.
The cost of doing this could be small, indeed, as the members of this force would likely be working for free, providing their own equipment and transportation, asking only for two things.
The diplomatic authorization of the Vatican, and its blessing, to protect the innocent.