I would comply with their request. They know the local security situation. IMHO, of course.
“I would comply with their request.”
Dittos. Seems like a smart reasonable thing to do. If concerned you can always bail out and not go. A lot may depend on which city it is and where the conference is located in the city.
If the state in question has concealed carry reciprocity with Arkansas I would go and say “Make my day.”