Ironically, most of the Senators had a bodyguard militia that protected their homes. These were recruited from Gladiator schools. However, they weren't allowed to carry swords or anything that looked like a weapon. Even Rome had a ban on weapons.
Often, different Senatorial factions would battle (literally) in various Roman venues by having their bodyguards breakup political meetings, trials, etc. However, most Senators would freely go with their potential captors to save their estates and protect the lives of their family in the hope that their friends would payoff the officials for escape or exhonoration.