So, in nearly the entire 'developed world,' security guards can indeed carry guns.
[1] Time magazine even wrote about this a few months ago: https://time.com/6275440/insecure-private-security-replacing... -- it says that "about 30" states even allow guards to be licensed as "private police" with full arrest powers.
For an example, here is California's regulatory site: https://www.bsis.ca.gov/industries/guard.shtml -- California, one of the most notoriously anti-gun states -- allows properly licensed security guards to arrest people, as well as to carry tear gas, batons, and firearms.
[2] https://www.linkedin.com/pulse/use-firearms-private-security...
[3] https://dannychoo.com/archive/en/posts/firearms-in-japan
[4] https://multisectraining.edu.au/do-security-guards-carry-wea...
[5] https://novage.ms/canadian-laws-security-guards-need-to-know...