"The Exemption Rule: Parliamentary ethics rules generally require MPs to register financial interests and "personal benefits" received in the 12 months before taking office. However, Farage and Reform UK have leaned on the exemption for strictly personal gifts "which could not reasonably be thought by others to be related to membership of the House" or his political activities"

Personal security would come under that.

I mean you may not agree, but it's an arguable case.