I've dealt with them as well - they don't like being in this kind of position either.
[0] - https://ironmountain.jobs/manassas-va/armed-officer-safety-s...
[1] - https://ironmountain.jobs/boyers-pa/security-officer-armed/6...
They weren't talking about breaking into the Iron Mountain facility
That said, I would be willing to bet that doing such an act, even as a client, would be problematic on other levels.
Let's remember; part of this whole contract with a company like this, is they are guaranteeing that your organization is following document retention processes. The sort of stuff that makes it really easy to pass things like a SOX audit.
Cause, I've worked at other places. The kinds of places where you come in on a Saturday, there's a whole bunch of document bins out in the middle of the office that weren't there on a Saturday, everything is gone by Monday, and a bunch of people one to two slots under the C level resign within a week, and within the next 6-12 months all of the office gossip is either the bankruptcy proceedings impacting operations or the civil RICO lawsuit from the departed founder.