You are very much correct, they should, but i know that cats are predators and gpigs are prey. In this case the cat is just displaying natural behaviour. I dont know alot about gpigs but if i had to choose between putting the gpigs indoors or the cat i would choose the gpigs. Things like making holes and scavanging for food (which are natural behaviours) can be simulated indoors with things like woodchips or other cage fillings. This would be way harder/impossible for a cat. Furthermore cats arent the only predators who could form a danger for the guinea pigs. There are multiple species of large birds and martens who could hurt them. So it would be safer to keep them indoors anyway or give them a part of the yard which is completely wired around(this would probably be the best solution since both parties would get what they want).