Why? If the police are already securing an area beyond the venue, it's within their power to extend that. Otherwise, what they're currently doing is illegal.
The zone that they're securing is probably set in the wording of the law. No guns within this many feet of these places, etc. To extend the zone, they'd probably have to amend the law to change how many feet they're allowed to exclude guns.
I'd also expect they aren't going to have the presumably large group of protesters (pro or against) out and about during their convention. That's where shit is gonna get wild here..Trump beings out the fucking crazies.
I wonder if the promised Bernie protesters will still show now that he has endorsed Hillary.