Why... I mean, now Gvardia is a criminal organisation, and the security was from Gvardia. They own the club, and if they dont want any cops in - thats their call. Now if cops decide to enter their property and refuse to leave, i would order my henchmen to do the same thing - kill them.
If they do not want any cops in they should not create a circumstance where cops are bound to enter. 
So very simple: you are security and do not want cops in your place? Kick out any suspect.
You allow suspects to stay inside? Expect cops to come for them. 
You help suspects fighting cops ? Get banned for DM.