Normally I'd tell them to stuff it.
However, if there is a good business opportunity there for the future, I would take the view that there will probably be the chance to factor in my lost travel time/expenses on future quotes for them.
Not trying to tell you how to run your business, but after I had finished picking up my toys, there are two things I would probably try to do in such a situation.
1) Introduce a list of terms and conditions with some reimbursement for non-access (can't do this retrospectively but this is for possible future difficulties).
2) Obtain the mobile number of the security guard.
3) Buy some boltcutters.
Maybe you should ignore 3)
but the other two may be runners.