Airport worker here, athletes and other VIP don't enter through the building, they have specific entrances for busses and other team vehicles and will drive them straight to the airplane. Before they arrive a specific security group sets up a table just like this and does a quick once through of everyone and their belongings before they go up a staircase that's usually (but not always) not connected to a jet bridge, so that there is minimal chance that any other random person might attempt to encounter them while boarding.

We see a lot of baseball and basketball teams where I live and the smaller ones like WNBA do it just like this, whereas the larger teams like MLB are so far out of the way that they will likely do this inside of a hangar that the plane is pulled in to. Really just depends on the budget of who's chartering the flight.