Firstly, would you aggressively kill people under the protection of others?
What I would do has nothing to do with anything. I'm not a serial killer, but I recognize that serial killers exist. Anything less is simply delusional. What you're basically trying to state is that everyone involved in war for their own personal benefit now would magically give that up if there were no government. Which is utter bullshit. They'd just recruit their own troops and the wars would be internal between neighboring towns.
Don't believe me? Look at fucking history, there's plenty of examples of warring "kingdoms" and people attempting to take power through warfare.
And why is it that I've never heard of a security company deliberately breaking into the house or building of another company's client? Could it be because it just doesn't happen?
Might be because the police would arrest their asses. Or because they keep it quiet. What, do you think they're going to hold a parade to announce they broke into a building protected by a rival?