Sometimes You Hear the Bullet - S1-E17
Henry Blake: All I know is what they taught me at command school. There are certain rules about a war, and rule number one is that young men die. And rule number two is that doctors can't change rule number one.
Answer: Even an Army field hospital would have SOME weapons for self-defense if the enemy attacked. What's meant is that it's not a combat outfit, and therefore wouldn't have enough weapons to actually attack anyone. (It's also mentioned a few times that the Officer of the Watch is supposed to carry a pistol at all times, but Hawkeye refuses to do it when he's in charge and Colonels Blake and Potter don't enforce the rule).
Captain Defenestrator