a couple of things
this is Vegas, even if the bellman saw guns he likely wouldn't care. There are shooting ranges all over the strip that let you fire anything you want. Rent a 50 Cal? Sure why not $2 a round. Bring your own guns? It's vegas, no one cares
I've stayed at the Mandalay and Delano so many times I can't even recall how many. Fact I was just there 2-3 weeks ago and they don't check bags. What hotel does? Only time I've ever even seen a warning about guns was recently in Texas there was a sign about open carry in a Hilton I have a meeting in that surprised me, figured it was a TX thing.
Guy was clearly nuts and his family may have had no idea or at minimum even if concerned hoped that there would be no issues. I've seen it from a different perspective in my wife's family. No one knew the charming bastard that married in would turn out to be a rapist pedophile. We all liked him. Super charming, good with everyone, kids liked him. Wasn't till just before he got caught that he got my radar up with his behavior towards one of my favorite nieces. Fortunately he never had a chance to get his hands on her. Couple other little girls I am aware of weren't so lucky. He doesn't have a shot a parole till 2026 and we all intend to be at that hearing. His parents and one of his sisters still firmly believe he was framed even after his sisters best friend came out and said he did the same to her when he was in college and she in Jr high. You never know how sick seemingly normal people can be and how strong denial can be for those around them. Keep your radar up and if it feels weird there is likely a good reason that it does