Security in most states are only allowed to carry firearms if they are for armored cars. There's court precedence for it. So security at a club is not a specific purpose in terms of this. Specific purpose doesn't mean "I need it for this specific purpose" it means that the purposes are previously specified.
If there was time for people to sit and yell "he's security" there was time for him to drop the gun and he didn't because he thought he was also a cop.