As far as I know, there in no canon answer to this question in the media.
That said, something related to Twilight status as a princess, the castle and guards can be found in one of the characters-book that have been released as side-works to the main show.
In the book "Twilight and the Crystal Heart Spell" Twilight is described as having some trouble in finding her role as a princess. Without giving in too many details about the actual story, one of the scenes has Twily asking the other main six what they would do in her place: among the various answer, Rainbow Dash suggests to create a royal guard force made from the best pegasi around.
That "royal guard force" is never actually created, and at the end of the book Twilight decides that she don't want to be considered more important than other just because of her princess status but instead focus on be a friend for others like she always did.
The actual collocation of this story in relation to the main show is a little unclear (it must happen after the "alicornification" but probably before Tirek escape), but it is worth to notice that this "I am not worth more than any other pony" is the same lesson Discord
teaches deliberately avoids her to skip during season 4 premiere - a lesson that will come oddly useful to the purple one when she will give up the magic of four alicorns to save her friends... and a spirit of chaos that just happened to have betrayed her at the right moment to get a random amulet and be able to react the same "test of friendship" he did before.
I guess that this may be the only reasonable answer so far: she doesn't have any guard because she prefers to avoid any display of importance/power and just want to still see herself as just "the pony from the library" (season 5 premiere partially confirms this - she feels very uncomfortable at the idea to have to live in a castle).
Ok, ok, there is another possible explanation. Maybe Hasbro had in mind to have the castle have just one single guard, an orange pegasi with blue mane. Sadly, that pegasi debut as a guitar player with almost no character background in a side project didn't go that well... and knowing that they may have to face a mob of angry fans armed with torches and pitchforks , the dropped any idea of Twily getting a bodyguard.