I'll grant you that if someone wanted to sneak a handgun into a game, they could probably do so. No "stick in the bag" check is going to stop that. Particularly since they'd probably have it on themselves.
However - no one is sneaking an AR15 into a game in a bag either. So if you're most worried about some lunatic with an assault rifle - that's much more likely to happen outside the stadium than inside it.
I think it's weird that she says she was hesitant to go to the theater or other large gathering places. More likely to die in a car accident on your way there than in a mass shooting after you arrive.