I've been told to stop smoking hookah before. Security guard said it was because of the coal on top and said it was a fire hazard. They didn't try to take it or anything though, so might as well hookah away and hope none of the security guys care (which is usually the case).
Ya, I've been to the gorge many times and they haven't given me a problem leaving. Be prepared to hand them your camping pass so they can write your license plate number on it, and that's about all. After that you can drive down the road a bit to vantage to restock with supplies and maybe do some swimming/cliff jumping. It's a very refreshing change to a ridiculously hot and dirty camp ground.
I've been to the gorge 5 and have left the campground to go swimming or buy supplies 4 of those times. I've never had a problem, they usually just write your license plate number on your camping ticket so they know it's the same car coming back in.