One thought that comes to mind is that I'm sure the most heavily armed nation in the world could have gotten rid of these people in no time, but perhaps they didn't because of the symbolism of the location.
Here in Brussels' main court house (a massive imposing building like the Capitol), a guy once just strolled in and shot and killed a judge (correction: a judge and a clerk, in 2010) and then just strolled out.
The minister of justice said they would not improve security because they wanted the place to remain "of the people, for the people" (paraphrased from memory, it doesn't make total sense but you get the jest of it).
I have friends working at the European parliament where at one time was a group of people protesting against the presence of Marine Le Pen, rocks in hands. There were exactly 2 (unarmed) "security guards" present who told my friend they obviously stood no chance if these people decided to charge. On another occasion 100 Kurdish protestors managed to break in to the building. But they just don't want these places to look like Fort Knox.
In the end, a guy in buffalo costume fooling around on the senate floor is better than puddles of blood.