I bet this is all a matter of semantics. They may not have “armed guards” carrying weapons, but I bet there are people at the school that have weapons available to them if they need them.
Assuming Sidwell has some very wealthy and high profile kids other than the presidents girls this is not a carpool in the van crowd Our son attended a private school, two kids in his class had private bodyguards at all times, they were not politicians kids. The one family was Jewish with vast international wealth and their concern was that their kids could be targets for anti-Semitic groups as well as kidnapping for ransom.