There was actually a reason for this. It seems that the Ministry of Magic had a charm to detect Voldemort's presence. That's why all of the Aurors and the Minister show up almost immediately after Voldemort entered the Ministry. Before, he was using the Imperius Curse so that he didn't need to walk in. I think the reason there was no security was because of the Death Eaters. Remember, the whole thing was a trap, and the Death Eaters were already at the ministry, fully hooded in disguises, waiting for Harry. I think it's more than plausible that they entered the Ministry, took out the security, and hid in the prophecy room. Harry even acknowledges that the security desk is empty, that he felt like someone should have been at the desk. This is JKR foreshadowing that it's a trap.
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