Royal processions to the House of God were accompanied by a formal display of the king's royal guard. The primary approach among commentators is that whenever the king traveled there to pray, his guards would escort him, carrying impressive bronze shields.
The purpose behind carrying these specific shields is understood in two distinct ways. On a practical level, the guards held them to provide immediate protection in the event of a sudden enemy attack [מצודת דוד]. In contrast, a spiritual perspective suggests that the king did not actually need physical protection on his way to the House of God. Rather, the shields were carried before him to humble his heart. The sight of the bronze was meant to serve as a constant reminder of his past sin, which had caused the original gold shields to be lost and replaced with these bronze substitutes [מלבי״ם].
Once the king concluded his visit and returned to his palace [מצודת דוד], the guards would bring the shields back to their designated place in the guard chamber [מצודת ציון, רד״ק]. Even though they were crafted from bronze instead of gold, the shields were still considered valuable ornamental objects that required proper storage and supervision [ביאור שטיינזלץ].