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The ticket and bag checks are usually set up between the box-office/entrance hall and the auditorium, so members of the public can access the merch tables and if the weather changes, you don't have people queuing outside.
As with airports, moving the security checks further out just moves the bottleneck out into a space where the queueing customers would actually be more vulnerable.
Emyr
Some speculation that security was tight on the way in (bag checks etc.) but as it was over, they'd just opened the doors.