In Ant-Man, when the good guys infiltrated PYM corps to destroy the Yellowjacket prototype. It would be much easier if Pym would have sneaked Scott Lang using his tank key chain rather the all the fuss.
The keychain goes through security when Hank enters the building, we see the security officer handing it back to him after it has presumably been scanned. Hank knows this will be the case and the chances are biological matter would have shown up when Scott passed through.
It's also worth noting that Scott... and all the ants... enter through a way that means they have direct access to the backend of the facility to start sneaking around. So if they enter through the front door that means two things:
- They will have to find another entry point for Scott to gain access to the backend.
- The ants won't be able to come in to assist. The ants play a large part in the whole plan so not having them would really make the whole operation a lot harder.