It's funny...they do the same thing where I work, in Jersey. They run through all the bags through an X-ray machine (yah, like the rent-a-cops have any idea what they're looking at or for)...but they don't check anyone's person.
Someone could walk through with a shotgun strapped to their underarm under a trenchcoat and they'd never know. It's the oddest thing.
In response to that, I've taken to filling my bag with the weirdest shit...just to see what they do. So far, it has in it:
A towel (Hitchhiker's Guide to the Galaxy, anyone?)
A pair of binoculars (nice Steiners)
Box of rubbers (Hey...be prepared!)
A Leatherman
My iPaq (PDA)
My iPod (mp3 player)
The current book that I'm reading
Tums (hey, I *DO* work for a living)
Advil (for taking pre- and post-barhopping)
So far..all they ever ask about is the Leatherman. (Actually, it's a Kershaw, but close enough.) "Hey, what is that?"...
Ahh well. There's a guy in my building that comes to work with a good 8" bladed knife, sheathed, in his bag. They've never stopped him, or asked him about it.
Oh, and of course, the delivery dock has no such equipment, nor is there any security of any kind there. If some schmuck in a truck drives up and unloads a pile of crap, all they check is if the guy has the right building, and which floor it's going to. That's it.