Seems like the woman was just being courteous. Would you have preferred her to say "You will not be allowed to proceed unless I check your bag, sir?"
I'm generally inclined to give these security folks the benefit of a doubt. Putting myself in their position, I think it would be kind of depressing to spend all day serving people who are jetting off to all sorts of exotic (at least to the security person) destinations that they will probably never get the chance to see-- the average ticket price is well in excess of their weekly gross income. Moreover, by definition, they have little opportunity to interact in a pleasant way with passengers.
A lot of people have pointed out how low the pay scales are for these people. It's even worse when you consider their commute to and from work. Think about it, airports are generally located far away from where people live and (in the U.S.), not well served by urban mass transit systems. If you work at an airport (at least if your a security person), you probably don't have anywhere to park that is remotely close to the terminal building-- so you've got to add a lot of extra time and aggravation getting to and from the airport, none of which you gets you any extra pay.