When the King was assasinated he had only one escort with him, a Major Fragoudis I believe. There was only one more assasination attempt that I know against him in the past , the year after the disaster of the 1897 Grecko -Turkish war - again he had no protection then, it was only him and Princess Marie on an open landau with the driver and a servant, so yes the Greek royals used to have minimum protection back then , no more than a couple of escorts perhaps. But what the King did to Thessaloniki , wandering around the city with only an aide de camp at his side what very reckless and very stupid. Thessaloniki had only been under the Greek authority for 5 monthsand that authority was not cemented , the Bulgarian army was still camping outside the city and the population was a mixture of Greeks, Jews, Turks , Serbs and Bulgarians and many others, all men with different, conflicting interests and the fact that the Greeks got that city for their own only a few hours before the Bulgarians arrived made many people angry. So in such a time, when there were perhaps many different foreign agents still at the city and given the tension between the different minorities which lived there, I cannot understand how the police and the Royal Family allowed him to continue taking his usual afternoon walks with so little protection