Hubs nor I have ever taken our rings off to go through security, nor have we been asked/told to. Maybe the OP thought that he needed to because of the metal detector; my assumption is that it isn't set to alarm on gold.
Good luck in finding your ring! Hubs' was too loose and fell off into the armrest/tray storage space on CO in August. It took the FA's flashlight to find it, but we were successful. We wrapped tape around it until we could get it home to be resized. That was scary.