You could say the same thing about Iraqis. The Iraqi Army left Baiji and the remaining police and national guard were fairly heavily armed (for non-military) with heavy machine guns, AT weapons, even some tanks. And they got STEAMROLLED when Da3sh came back and there was no coherent force to stop them. Telling the Yemeni to just "form your own protection militia" against the most powerful non-military force in the region sounds all well and good, and it's what you and I think of when we approach the topic, but if you're the guy on the ground who knows you're a shit shot with your AK, your akh is a shit shot with his old Lee Enfield bolt-action rifle, and your neighbor can't shoot his SKS and hit the sand in front of him with both eyes open... the idea of openly declaring hostility to this group that is feared for its ferocity against those who oppose it... suddenly becomes less attractive.

It's all well and good to sit here in our comfy chairs and say "THE WORLD IS BLACK AND WHITE. YOU'RE EITHER WITH AL-QAEDA OR AGAINST THEM." But for the people who have to LIVE next to them, who might die from an airstrike because they happen to live too close to them, who have their children running off and joining them.... it's not as simple as "Oh, well... then you should just get some guns and protect yourself". Al-Qaeda in the Arabian Peninsula wields massive power. They have upwards of 3,000 full time fighters, they have tanks, technicals, heavy weaponry to include artillery, anti-tank weapons, and others. In addition to their full time cadre, they can draw upon large reserves of tribal fighters. What is some ten man neighborhood watch with a few AKs going to do? They just want to live their life. Allying with whoever offers the greatest protection is the natural thing to do.

We saw in Iraq and Syria what happens when you and your tribe stands up to Da3sh. AQAP hails from the same litter, though obviously they answer to a different master. This isn't as black and white as you're portraying it.