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.