For a variety of reasons. First off, maybe being armed is seen to be slightly politically incorrect, especially considering that this is based off of a kid's/family film (I don't have any problems with it). Second, maybe they just didn't feel the need to be armed at the moment. And third, maybe they are armed, but like law enforcement in, say, New Zealand, they often leave their weapons in their vehicles and rarely carry pistols on their person but instead have 1 or 2 pistols, a shotgun, and AR-15 series rifle (and maybe a Taser) in their car, while the officers themselves carry pepper spray and an expandable baton on their person.



Also, in the world of Zootopia, it would be hard to standardize calibers and weapons becuase of the size of animals, from shrews to elephants.