Its probably cheaper and safer to ship them, its not like they don't have plenty of transport plans to move them. If they were left at a base they would have to be under guard 24/7, if not someone could plant a bomb.
Notice the Secret Service also had their Suburbans shipped over, they look out of place in Rome!
The security is amazing, anytime the President is in New Haven cops are everywhere! Last time they had one on every bridge over I95 starting in Bridgeport, and more cops along the side of the road then you could count. Also if you watch the video I bet all those Secret Service guys that put their hands in their pockets or in their jackets were not reaching for pens, probably MP5's... Remember the video of when Regan was shot? All of a sudden everyone had a sub machine gun.
