It has been my understanding that a court can, and has, order the destruction of photographic, video, and audio materials that otherwise have valid copyrights by the owner. Invasion of privacy, security matters, etc.
If you break into someone's house to snap a few photos, the homeowner apparently has no right to demand you destroy the photos right there in most parts of the world, but the courts very well can after the fact.
Also, as said, reproducing a copyrighted work of art that has banned reproduction by video/photo will invalidate your copyright on the photo you take, and they can order them destroyed along with the other damages during a court battle.
So, basically if they say no cameras, and you're not trying to bust up something illegal, just leave the camera alone and enjoy the show.
Canon EOS 7D | EF 28 f/1.8 | EF 85 f/1.8 | EF 70-200 f/4L | EF-S 17-55 | Sigma 150-500