Firefighters are in the business of protecting people from fire. Thus they need to protect themselves first so that they can protect others. For this purpose they are armed with a Breathing Apparatus which will help them breathe in a place that is on fire and lacks oxygen, body armour that would protect them from flame.
The firefighters SCBA (self-contained breathing apparatus) allows them to breath while in smoke or other dangerous toxins instead of eating it. Keeps them from having to goto the hospital for smoke inhalation. The "body armor" that a firefighter wears is a multitude of things. It helps prevent firemen from being burned, keeps a LOT of heat OFF of the firefighter, and keeps water outside of their gear. We call this gear bunker gear or combat gear. I don't know of any departments around here that wear any stab-proof vests but while we are out to help people, others are out to hurt people. All the gear that we wear though is to protect us and help to save our lives.