My last active duty station was actual at Cheyenne, albeit more than 25 years ago. I too recall those frequent briefings about security protocols, combined with spot checks going in and out of the mountain, looking for storage media and personal electronics. Sitting on my desk in front of me right now, is a wafer thing, 64 gig SD card about the size of my fingernail, and these aren't exactly cutting edge. I've often wondered how those security checks are handled now.
I'm assuming the Airman that took that picture wasn't in any kind of secure area, but still ... sheesh.