Basically, they showed up to cause trouble and harass security, so they could shoot a video about it. Then, when asked by security why they were there, they lied about the reason. Who is acting improperly?

My thoughts exactly. All stunts like this are going to accomplish is to piss people off even more.
Not at all. This 'stunt' was clearly a reaction to the over-rigorous (and plain
wrong) policing in the recent past. Happily it appears that the police and security staff are now much more aware of the actual law and the actual rights of photographers going about their law-abiding business. We have a
right not be be hassled too and this video can only help in that endeavour.
Absolutely.