Speaking for Norway; being in the Royal Guard is considered not only a great honor, it is very prestigious. Acceptance to the Royal Guards is very competitive, and its members are volunteers. They are trained as regular infantry soldiers, with added training in closed order drill. As for why they still exist, there are three main reasons. First of all, you need someone to guard the royal palace, it might as well be a dedicated unit. Second, the armed forces is a very conservative and tradition-bound organization. Third, the Royal Guards, in their uniforms and closed order drill, add a lot of pomp, circumstance, and panache to an occasion.
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