I'm with the security on this. It is procedure and it would be a security risk to let her in. She could have been hiding something, even if she claims she isn't. She had the choice of leaving and looking for some place to remove it in private, but she chose to do it there. Being unfamiliar with the area isn't a big problem, she could have asked if there was a specific place she can go.
I wasn't there and there was no quote to what security actually said to her, but it doesn't seem they were that rude. Sounds like the couple are just a bit uptight and are offended from something the wife chose to do in public.