The detectives don't carry guns because most Icelandic Police Officers don't carry guns in the course of their day-to-day work. They are all trained in firearms, and police vehicles have firearms in special lockers, in case firearms are needed. There are also special teams of police who do carry firearms in the normal course of their duties.
This is the first Netflix original series from the Iceland.
There is a poster on the wall of Kari's bedroom for another Netflix series: "Stranger Things".