I don't think security was that bad. Read the Daily Mail article that states:
A police officer making routine rounds noticed the rug over the fence and moments later heard the sound of a plane's engine firing up.
He found the craft idling, boarded it and discovered Hedglin dead, a gunshot wound to his head
Brian Hedglin: Pilot who 'killed his girlfriend' tries to steal a commercial plane, crashes it and then kills himself | Mail Online
The perimeter fence around an airport is several miles in length. Every inch cannot be patrolled every second. St. Georges, Utah is not a highly populated location. It seems to me that security discovered what was happening quite quickly -- faster even than what might be expected at a more major airport at 3 am.