I've been one of those folks who has thanked an obviously alert and attentive security person for being there - but that has never meant that I was unarmed.
Having the security person already aware of me - and hopefully having noticed my smile and nod - if something DOES go down we will watch each other's back if necessary.
Just 'cause I smile and nod, and maybe say something about glad to see 'em, doesn't mean I am not armed.
I'm just checking in.
(Too bad there is no really good way to let them know if I am CC...)