Because the last thing we need is another gang in town, especially when they're drip dried nerds who go around like this:
I mean, seriously, they look like rogue French Watercolorists. When a real gang-banger sees one of them, d'you think he's going to run or piss himself laughing?
And consider this: what kind of person dresses up like a dweeb and wanders around looking to fight crime? Well, BatMan did! Or rather, the guy that put on a batman outfit and ran around Hyde Park every night did, until the cops came and gang-tackled him by the water fountain! But you put a bunch of these people in a room together, issue funny hats, and presto! you've got a Conservative Movement!
The Guardian Angels are just going to get themselves hurt, probably by walking into light-poles while admiring their costumes in shop-windows. Eventually, in the absence of crimes to fight, they'll start committing crimes of their own out of boredom. That's what happened last time they came to town.
Mayor Miller and Chief Blair are absolutely right about these vigilantes: twice we've seen what trouble they can get up to (1982-84, and then briefly in 1992-93). We don't need a third demonstration.