Just like most events, the vendors would like very much for you to buy beer from them.
That being said, I can tell you that security on Friday morning early is practically non-existent. The first year I attended, I bought a ticket from my neighborhood Hy-Vee grocery store through Ticketmaster several days before the event.
When I arrived at about 8:00AM Friday morning, there was no one to take / check my ticket. Finally at about 10:00AM, people were setting up the ticket booths at the gates and I surrendered my ticket then and they put a wrist band on me. At any point before 10:00AM Friday morning, I could have brought in a cooler or anything with more than plenty of beer or whatever.
Remember that this is a fund raiser for the American Royal and the more that we can afford to support the American Royal by supporting their vendors the better for all.