You want my opinion? :-)
Yes, it's legal.
But, TPTB have concocted the preposterous legal theory that the "private" part of the public-private relationship at these venues somehow overrides state law on the subject.
And, it's going to take a lot of work to change this.
Meanwhile, unless they install metal detectors or start doing intrusive, professional-quality patdowns, you can probably CC w/o any issues (Huge Disclaimer: this is not legal advice, nor ethical advice, nor tested by me in practice. I'm just talking about what the situation might be...)