One thing to look at is local security. If in fact Marines were undergoing a training exercise with no ammo in a particular sensitive area of the world (with almost all forces at Force Protection Alpha or Bravo), you would think there would local security assigned, with live ammo. At the very least, road guards with live ammo.
We need to look at the ROE for the MAGTF, who established it, and why. Idiotic ROEs have caused the deaths of Marines before - and it may be the case here also.
Your point about there needing to be more security in the area may be legitimate. Of course, I've been in plenty of places where locals have some access, and you can't guard against one of them whipping out weapons and blasting away. The fact that those guys were shot and killed indicates to me that there was security present, and probably reasonable security at that.
But the point the original poster made, as opposed to your point, had nothing to do with local security. He was flabbergasted that the Marines on the exercise were not issued live ammo, and THAT argument is indefensible.
There is a good chance that somebody in local security tipped off the killers.