That's awfully weird - since he started saying concealed was OK. If it's OK then why did they want to check you?
I would have just presumed OC was OK since there was no sign on the door and proceeded inside. In fact, I did just that at Texas Station about 2 weeks ago. It was early on a Friday morning around 6 or 7am, and the place was obviously empty.
I played a couple of slots for about an hour. No one said anything, including the change person who came around to break my $100 bill, since the two twenties I was working with had mysteriously disappeared ;-)
When we met on the strip, we made a quick trip through Oshea's OC and weren't asked to leave. But we didn't stay long either.
During our downtown meetup, I went inside many casinos, and know I was seen at least twice by casino security in two different places and neither of them said anything or swarmed me.