Well, FSB is an intelligence agency, and they wear guns or at least have a license to wear gun.

Though I cannot argue. I rely on my intuitive knowledge of Russian which is hard to use as a rational argument. This knowledge tells me that "силовые структуры"/"structures of force" are organizations that use force to solve problems. And I think that all of them wear guns. But I may be wrong with that last statement, and moreover language is changing, so the generally accepted meaning of the word can differ from what I had learnt in my childhood.