Look at the intense focus of the young woman behind Rodman. I bet she is a secret service killing machine, just waiting for a wrong move.
Virtually anything written about North Korea is inherently speculative, and I would not want to read too much into a single still photo, but you may be right.
South Koreans do have female Special Operations personnel, trained very well in the normal military tactics but also in how to appear to be something they aren't — i.e., secretaries, nurses, translators — so they can do what they need to do without arousing suspicion until it's too late to stop them. One of the few things the North Korean military excels at which is not based on brute force is special operations, and following the South Korean model plus the North Korean leadership's penchant for “female companionship,” it would not surprise me if they have some very well-trained female Special Forces personnel guarding top leaders.
At least in South Korea, women in those roles don't look like soldiers and don't look dangerous ... and that's precisely the point.