For the same reasons they carry a small ceremonial dagger, called a kirpan.
From the huffingtonpost.com
The blade of the kirpan is restricted in length to no more than two and one-fourth inches.
From the kentucky.com
In Sikh tradition, the kirpan represents a commitment to fight evil.
From the kentucky.com
A single-edged sword is called a kirpan, and its double-edged counterpart a khanda or tega.
From the en.wikipedia.org
After they are baptized, Sikh males are expected to carry the religious symbol, called a kirpan.
From the kentucky.com
The kirpan is one of five articles of faith for Sikhs and will be allowed in the London Olympic venues.
From the guardian.co.uk
The morcha lasted only till January 31, 1936 when the ban on the full-sized kirpan lapsed automatically.
From the en.wikipedia.org
That concerned some Sikh parents, who say the kirpan is a nonthreatening item that symbolizes their commitment to fighting against evils, such as greed.
From the kentucky.com
Sikhs attending the London 2012 Olympics can carry the ceremonial dagger known as a kirpan, but the blade must be less than three inches long.
From the guardian.co.uk
More examples
A ceremonial four-inch curved dagger that Sikh men and women are obliged to wear at all times
The kirpan (/ku026Au0259ru02C8pu0251u02D0n/; Punjabi: u0A15u0A3Fu0A30u0A2Au0A3Eu0A28 kirpu0101n) is a sword or knife carried by Sikhs. It is a religious commandment given by Guru Gobind Singh in 1699 that Sikhs must wear five articles of faith at all times, the kirpan being one of five articles.
The sword, with which the Khalsa is committed to righteously defend the fine line of the Truth.
Traditionally, a sabre, but in modern dress, a dagger or small knife worn as a religious symbol by Sikhs who have been baptized and initiated as khalsa. ...
The small sword worn by baptised Sikhs as one of the five Ks. Their right to carry this weapon is covered by the Race Relations Act, and it is a symbol of their willingness to fight in defence of what they believe in and the continued fight against evil. ...
Short sword or dagger. One of 5 "k's" of Sikhism
Ceremonial steel dagger symbolizing determination to defend the truth. One of the Five Ks of the Khalsa.
A dagger to protect oneself and other weak peoples from aggression.
Is a short sword. This symbol highlights the fact that Khalsa Sikhs should be prepared to defend the oppressed.