I am with DOI on this. It's like leaving your front door unlocked. A lock or even a security system will not stop someone who is determined to break into your particular home no matter what, but it will prevent teenagers looking for trouble from opening your door and taking whatever grabs their eye (I am not making this up, I had something like this happen to my family a couple of years ago because we got very lax about making sure we lock the front door. Not anymore.). IMV, an entry fee of something like $15-$20 somewhat prevents a random opportunistic thief from walking into the ballroom and making off with an unattended purse or something like that just because it was unattended.
And just having tickets/passes mean you've generally got someone sitting at the door watching who comes and goes--not memorizing, but a least there's some sort of observation. Let people wander in and out at will and stuff is going to walk away.