I'd normally complain about a prohibition about CCW, like the time the meetings were held in Orlando and the Convention Center was completely off-limits for CCW. That was something that we all griped about.
But a couple of years later, in Pittsburgh, where CCW was fine for the convention hall - Dick Cheney was the main banquet keynote - the heightened security was forewarned, limited to gaining entry to the banquet. I didn't hear a single complaint - I think everyone can reconcile the difference and realize the need, and don't take it as an affront to their citizen status. If you feel 'that' exposed, you simply don't attend the event.
I have met people who think the only people who have guns, have CCWs and are pro-NRA, and attend NRA conventions - are a homogenous bunch of McCain lovers, but that ain't the case. I shudder to think of what kind of hay American media would make with even a one-man terror attack on McCain while at an NRA function.