Mega Burg has no formal army per se. The Protectors began at first to operate as guards, but over time they gained greater, and greater political significance. While they are the largest and most organized force in Mega Burg they are, by no means, the only one.
Some Protectors leave to form their own small bands, or work as professional mercenaries, but this is a relatively rare occurrence.
Firstly, there is a limited demand for professionals of this type.
Secondly, such mercenaries would have to fund or make their own equipment, both of which are difficult to do. While there are skilled craftsmen in Mega Burg (by rat standards) making anything durable or of quality would cost an unemployed rat an arm and a leg. Meanwhile making something of their own also greatly limits their scope, since they could lack the skill or imagination to create weapons or armor for themselves.
Thirdly, it is very dangerous work, and few would choose to undertake something so potentially lethal.
War, as such, only occurred once in Mega Burg, and it shaped much of what Mega Burg is today.
While bandit groups do operate both within Mega Burg and outside of it they rarely attack the protectors or anybody who would cause a fuss. Low-key muggings and theft are far more common.