Ah, they had a briefcase. It may not seem like it, but that right there is the explanation for why they had guns but weren't driving around in an armoured car. Pretty much the only time you'll ever see somebody going into an ATM room with a briefcase is when one of the machines needs servicing of some sort (dispenser jam, deposit jam, or just plain broken down). The briefcase will contain various tools (screwdrivers and stuff), as well as various small, common replacement parts. Now, most of the time, ATM servicing is done by a standard technician who doesn't have a gun, and is employed by the service company. After hours, however, the servicing is done by employees of the armoured car company (usually Brinks or Securicor) who also have training as technicians. These guys are technically armoured car guards, and so they carry guns. Since they're not actually taking anything of value to or from the ATMs, however, they don't actually have to travel by armoured car, so they would use a regular vehicle.
And that's probably more info than you cared to know.