As a regular visitor to the Oriental and the Normandy I must say in their defence that they have certain well recognised standards of dress and behaviour. This ensures that the residents and guests don't have to put up with a lot of yobs and hoi-polloi noisily wandering through the facilities without consideration to others, just because it's one of the most famous hotels in the Far East.
Even though you may be able to afford to go there that does not mean that you know how to behave there. Your dress and the way you dealt with the security man may be indicative of your unsuitability to be accepted and entertained there.
Standards are everything - Money is not.