It does not. I go to Vegas often and nobody has ever checked anyone's bags. You could wheel in a cello case and nobody would bat an eye.
But he probably just used normal large suitcases, and just did a very partial breakdown of the guns, removing the stock, which takes minutes.
Back the topic of surveillance - again, with a thousand people checking in every day, some of them are going to have a lot of luggage. It's normal thing, and would not have raised any red flags. And since this has never happened before it's not exactly the type of thing they were looking for.