well, since a bodyguard had to escort Mary to the bathroom at the cafe she went to, then I'd have to say yes, they have to be there. Mostly, their job is just to stand by and be constantly alert. I was watching a "The Life of...Celebrity Assistants," and they interviewed a bodyguard who worked for Usher and other celebrities, and he said that he (the security guard) had to remain separate to whatever Usher was doing, whether they were at a restaurant, a club, a party, or whatever, because if he was dancing or whatever, then he might miss something. They have to always be aware of who and what are around them to prevent any threatening situations happening to their clients. I'd imagine that it is even more important for the bodyguards of Mary, and even more especcially, Christian and Frederik, to be constantly alert. For Christian, especcially, the worry would be less an assaination attempt, but more likely, a kidnapping. The bodyguards have to worry about who is approaching the royals, what the person might have as a possible weapon, any person in the area who looks suspicious, any possible hazards (such as something they could trip on or fall over, or a ledge they could fall off), any paparazzi that might snap annoying pictures, and even regular people that might snap annoying or embarassing pictures. They also have to mentally map out any room, finding the different means of egress in the space. It's actually a very mental job, mostly using observation. They may look like living, breathing, sometimes dumb, often very large statues, standing and doing nothing, but they are usually thinking or observing.