Recall way back when Presidents Eisenhower and JFK both warned about a "shadow government" principally comprised of CIA and "military-industrial" types. Whether or not there really is a legitimate cause and effect here which led to JFK's assassination, it appears that Trump is taking no chances. His openly challenging the disinformation campaign directed against him by the intelligence community might well account for his maintaining his own private security team to supplement what may not be a reliable secret service protective shield.
JFK lost his life when he took on the CIA and military. Eisenhower dodged any bullet(s).
Trump would do well to take extra precautions in the face of what may well be a serious domestic threat to him and his family. My guess is that he's no fool and that he is taking every precaution possible. It's a stunningly menacing world in which we now live, and only a fool can possibly believe that a "shadow government" of movers and shakers hasn't existed here and in other countries around the world for many, many years. Am I a conspiracy theorist? Don't think so. When it comes to human nature and government, am I a justifiably full-blown cynic, you betcha!!!!!!