The Vandals and the Swordmaidens left a light guard force of mechs around their legged transports. Yet they all positioned themselves around the supply train, not inside it. The ranged mechs didn't dare to fire their laser rifles in fear of landing a hit on a vulnerable legged transports.
The fast and heavy transports possessed many merits, but durability wasn't one of them! In order to produce them fast and quickly, Chief Dakkon made huge compromises with regards to their armor and internal structure.
Since they had no use in battle, why invest in their armor? It was extremely wasteful for the Vandals and the Swordmaidens to clad them in expensive battle armor when they could have used the same resources to improve their mechs.