The odds of being involved in a mass shooting are extremely low.  We are in greater danger of being killed in a car accident getting to Gencon, or by drowning or falling.  The number of people this year who have been wounded or killed in a mass shooting is 1405.  Using statistics from 2017, there were 65,000 poisonings, 40,000 in auto accidents, 36,000 from falls, and 3800 from drowning.
I wouldn't worry about getting shot.  

Honestly, this law change doesn't feel like a cause for concern, at least not in terms of hazard from a mass shooting. Or at least it doesn't represent a game changer from prior years. Bad actors who would want to do harm wouldn't care to get a CC permit just to do so. 

...that, and if we're going to be pessimistic I can't help but imagine that a mass murderer would just shift targets (like an elevated position over the food truck area), fight their way through the security checkpoint (unless they park an MRAP outside each door), find an improperly secured exit, or just treat the scanner line itself as a worthwhile target. 

I’ve been to some big conventions with detector security. 

New York Comic Con closes all but on entrance of the javitz center (a sprawling space with many points of entry). They post security at the various closed entrances  and the designated entrance has over a dozen metal detectors. Going out can be from most of the other spots, but you always enter from the designated spot through the detectors. Lines aren’t so bad, mostly you are in line waiting for them to open or to pick up your badge or to do anything else cause it’s always too crowded. 

pax East in the BCEC would have one designated entrance and only a few detector stations. You could end up waiting 1-2hours to get through that choke point.

the big difference between both of the above and Gencon - the examples are setup so you never have to leave the convention center until you’re done for the day. You can experience it all inside the complex, whereas Gencon sprawls out through multiple complexes attached and unattached from the ICC. The only way I could see to secure it as-is would be to cordon off a section of downtown and have security posted at a couple locations- as if it were an outdoor music festival. But that would be a nightmare in a metropolis. 

if they want to be truly secure, which may become a concern as things are going, they would have to consider a change of venue to a place that can be secured, or reduce the scale of the con to be managed.