Do you pick a fight with a cop even if you outnumber him? Don't think so because then no police officer would be safe anymore.
You shouldn't think one guard, there may be only a few players that RP guards but for your character, those few players are backed up by an entire military/police force, the law and the vigesimi and octarch with all their men. Those guards are equiped with excellent equipment and for all you know trained to kick your ass. Guards should be respected, sometimes even feared, because they are allowed to use force .. whereas you are not.
I know people will have problems with guards because people still play a game and think .. why should this player be allowed to boss me around, just because he claims to roleplay a guard?
I do think guards are needed to create a realistic roleplaying environment. They can offer many options and give a lot more content. Downside is they can't be guards if they aren't accepted as guards by the players.