do not know for sure, but I suppose that there is no need for them to carry any kind of personal weaponry. NASA control center is well aware of the current position, trajectory and velocity of the shuttle in every moment, even in the case of a problem during the reentry that forced the shuttle to make a forced landing. They will know in advance (if limited) the location of the landing/crash site. If such a thing happens in a hostile area, US government will apply the corresponding pressure and deploy a rescue team inf needed (possibly in advance). This will be the best protection for the crew.
Perhaps the NASA staff thinks that is better for the security of the crews and the shuttles not to have weapons on board. Delicate machinery and electronics, weapons and an work plenty od stressful situations can be a bad combination.
Ei! Just an opinion. I have no info about the subject!
BTW, the rescue of a shuttle crew in hostile territory after a succesful forced landing is a good scenatio seed. Mmmm... I must annotate it...