Going into any hot zone as a small squad is always a big deal. There are always rouge actors and self interested individuals, that will exploit the lawlessness of a hot zone. Knowing how to deal with them can mean the difference between life and death. Most are like any other predator, looking for a easy meal without the risk of harm. These higher level soldiers (SAS, Seals, Delta Force, KSK, KSM) guys are trained in this type of psychology and know most secondary actors will disperse in the presence of a creditable threat of resistance. While the embassies where certainly not the target of the primary actors, they are a rich target for secondary actors so it certainly was not a walk in the park for these guys, but I am sure to them it was business as usual.

Haha, who knew HN commentators were not only experts in landing rockets at sea, quantum entanglement and esoteric programming languages but also the finer workings of the special forces

Why do you interpret this as dismissive? Everyone I've ever met in the military seemed quite aware and respectful of their role in a larger system--they want people who understand chain of command, not cowboys, even more so than other large organizations.

That system likely provided these SAS operators both with direct support here (like briefings on what route to take travelling, who would and wouldn't be hostile, etc.), and with the indirect support inherent in anyone who hoped to end up controlling Albania not wanting the British as an enemy. I'd guess the operators felt appreciation for that support and pride in their own contributions to that system, and no diminution of their individual achievements.