I've volunteered at events hosted in older buildings before and it's always such a top of mind thing to enforce a limit on the number of people in the building at any moment. Since these places have the capacity to hold a lot more people than can escape through the exits in the event of a fire.

Theres footage online of a basic security door stopping an armed robber from escaping despite him trying to shoot the lock.

Bullets aren't universal door openers, and shooting your way through one lock doesn't magically unlock the next one.