Because all resources including vests are infinite/free? Not every smalltown police dept is flooded with cash, especially one where, as she said, most of every business in the area had gone into bankruptcy: hence the abandoned warehouse. What do you think the crime rate would be in Pigeonville, Utah? What kind of crimes do you think they regularly deal with? Do they need armor piercing automatic weapons and APC's to stop your random drunkard? The guy had the warehouse rigged and was trying to hack to high level places; he obviously was geared enough to have good weapons/ammo to stop law enforcement who might actually have some gear to stop him from digging too much imo.
Moreover, a lead they had banked on (taking a chopper ride to the middle of nowhere and getting so much law enforcement ready) had just fizzled. You must at this point put yourself into their shoes. They had just dismissed all the events as perhaps just coincidence and going to the warehouse was just humoring something they doubted would lead to fruition. This early on everyone would be hesitant about believing their flashes would come true because unlike us the viewers, they don't know the purpose of their storyline will be based on those flashes which are true glimpses to their futures.
But slowly as the characters start seeing certain snippets of their future come to reality it will truly sink in and this episode showed those many snippets. Storyline is absolutely fantastic and so far covers everything very well imo. Can't wait to see the manner in which all the connections are made; ABC better not cancel this prematurely and leave us with a cliffhanger!!