Nope, if Orlando is their final destination - which it is for most arriving pax - then walking off the train and out of security is the right thing to do.

The old process was to go through immigration and customs, be forced to re-clear TSA, get on the train to the main terminal, then exit the secure area. The way they do it now means arrivals don't have to go through security to get on the train to leave. Basically trains from the main terminal to the concourse are secure, trains heading from the concourse to the main terminal are not. This is enforced by security guards on both ends who manually control the doors. They don't let anyone on until the train is empty and the doors on the other side are closed. They also only do this during international arrivals; for much of the day, the trains operate like they used to and are secure both ways.