If anyone wants to understand why exempting some people but not others from screenings is risky (to the point of being deadly), simply read this article:
Councilman Shot Dead in New York's City Hall, Police Kill Assailant
NEW YORK — A city councilman known as a crusader against urban violence was shot to death inside City Hall on Wednesday by a political rival who bypassed security with a gun by walking into the building along with his victim.
A plainclothes police officer shot and killed the assailant, Mayor Michael Bloomberg (search) said. The gunman's ties to the councilman allowed him to bypass security, he added.
"Obviously, there was a breakdown someplace," said Bloomberg, who was yards away in his office at the time of the attack but unharmed. Bloomberg said that all officials, including himself, will now be required to go through the building's metal detectors.