Yeah, I hate that. It's why I never go to the Silver Rush, either.
I have a container in my shack with my Casino Gear (Vera's suit, holdout weapons, etc); whenever I need to enter Gomorrah or the Ultralux I do a quick change. Saves a lot of tedium. Except hot-keying. Still have to do that.
Once you do the guard duty quest for the silver rush, they never disarm you again, you can wander in there freely with all your gear from there on after.
You can also grab everything, put it behind the desk where the gap is for getting behind it, and crouch down then steal it all without losing any karma.
They also have all the stuff still for sell from the vendor (van graff sister) and dont bat an eye lid as long as you remain hidden whilst stealing it, which is easy.
Just save it before you do it, and during, to save the guard catching you as he walks round.
You can sometimes drop your weapons just as you enter a casino, or fortification hill then get told to hand over all your stuff,
And just pick it back up once they're done talking to you