As LCD rightly said, this is gunna be hard, the roof may be set to display as a 'floor' (i.e. a surface you can walk on) but it's probably the lack of a buildingpath that confuses the AI.
I can suggest 2 things
1) The best option would be to limit your guards to static positions on the roofs. This will make them harder to spot and prevent alot of very tedious scripting.
2) setpos a flat walkway piece on top of a building, this should give the AI a pathway to follow.
1) is obviously the easiest but 2) is just an idea, I can remember doing it before but I never got the AI to sucessfully follow a path, I had to use scripts using setvelocity to 'keep them on path'
It looked a little ugly, in the end I just used 1) in that mission.
Let us know how you get on.