They have fully automatic weapons. Enough to furnish every agent with one. Those squads are equipped with weapons that have one use only : to rapidly kill large numbers of people.

Why ? Because the agents think they're cool.

Ok, apparently MRAPs are armored vehicles. Yes they do have armored vehicles. That specific one ? Probably not, but the same general idea ? Yes. They often use them for riots and protests and such.

There was something on the news about buying new ones that are more bomb resistant.