I suspect Rex wants the arrangements they have at MQL where they don't pay for security (which btw perhaps incidentally has become quite the hub for them with flights to MEL, ADL, SYD and BHQ).
When DJ/VA first started flying there with their jungle jets, neither QF Link or Rex had flights screened and the screening was only conducted for Va flights with separate boarding gate. I am not sure what happens now, as once QF started flying Q400s there they required screening also. Whatever happens now Rex are not charged for it.
I have been on many ZL and QF link flights without screening. With screening only at the capital city end if you were required to enter the secure area of the terminal to exit and I was never that concerned about it.
I guess from a risk point of view 34 seat Saabs don't carry a lot of fuel, which limits their use as a weapon in the 9-11 sense, particularly as when they reach the capital cities they won't have a huge amount of fuel left. They do carry 34 passengers - but so do many intercity and urban buses ....