The "permanent screening" clause is for public buildings only:
(4) A permit issued pursuant to this part 2 does not authorize a person to carry a concealed handgun into a public building at which:
(a) Security personnel and electronic weapons screening devices are permanently in place at each entrance to the building;
(b) Security personnel electronically screen each person who enters the building to determine whether the person is carrying a weapon of any kind; and
(c) Security personnel require each person who is carrying a weapon of any kind to leave the weapon in possession of security personnel while the person is in the building.
Because we're talking about a private venue (I assume), they can set any rules they want.