Not a problem.
They can come right up to your suite.

I've stayed at a number of different hotels in Vegas, some with security at the elevators, some without.  

Regardless, I've never stayed anywhere that it was a problem going by security with a woman.  I don't think they really care.  

As long as you have a room key, it's not like they are going to stop you and question you about what you and your "lady friend" are planning on doing once you get to the room.

If it really concerns you, meet the lady in the casino or a shop and give her one of the room keys and you can both pass by as if you don't even know each other, each showing your "own" room key (just make sure you remember to get it back from her).

Have fun!!