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Only they aren't.
"An embassy is always located in the capital city of a foreign nation. U.S. embassies abroad, as well as foreign embassies in the United States, have a special status. While an embassy remains the territory of the host state, under international rules representatives of the host country may not enter an embassy without permission—even to put out a fire.
Because an embassy represents a sovereign state, any attack on an embassy is considered an attack on the country it represents."
http://diplomacy.state.gov/discoverdiplomacy/diplomacy101/places/170537.htm
That said, this is cold-blooded murder and our Marines on site must be allowed to defend our interests, with appropriate warnings given to all and sundry that unauthorized contact on any embassy grounds will be greeted with orders to shoot on sight.
That’s a distinction with no difference!