Its not a concept, its actually one of its functions.
I agree there was no protection, they used to be protected by the us military instead of depending on the host nations to defend them, because an embassy is considered to be the actual soil of the country whose embassy one is.
They still are protected by a "Marine Security Guard Detachment",
but each Embassy/Consulate has a different set up depending on what country they are located in.
The Marine Security Detachment has 2 primary duties, 1. The safe guard of personnel and 2. The safe guard of classified documents.
There are 3 individuals that are in charge at each Embassy, 1. The Ambassador 2. The Embassy Security Officer and 3. The Staff Non-Commissioned Officer in charge of Marine personnel.
For those that will say "well they didn't do a very good job" understand this, the Ambassador along with the Security Officer decides in what manner the Marines are used on a daily basis depending on the Ambassadors schedule and movement, but regardless there is no way to guarantee the safety of personnel at all times, especially in countries that are going through any type of revolution or conflict.