If a loaded firearm is no use why do the military for example carry unloaded when on base why not just lock it up in the armoury. I will answer for you its because they can load it and use it if necessary. It might take a second to load it but that doesn't make it useless.
That's because the commander thinks it's more likely that some junior enlisted type is going to negligently discharge a loaded weapon than actually have to use it. It's called CYA, and it runs a large portion of military rules.