Am I the only one who finds it odd that the President will have to _fight_ over whether or not he can do something in his personal life? It seems to me that if we believe him to be intelligent enough to run the country, we must assume he is intelligent enough to override a decision about his personal safety.
His family and friends will be targets of interest for certain people now. While it's (comparatively!) easy to provide surveillance and security for homes and other key places, people in motion are harder to protect.
We don't expect one individual to understand every problem in complete detail, but we _do_ expect them to appoint (and listen to) experts in each relevant field. Security of people in the private sector is probably very different than military security, and I bet government administration security also has a third set of objectives and concerns. This guy's life sits at the intersection of those three problem spaces.
Refusing to do as he's advised would be a jackass move, possibly endangering close friends up to crucial government secrets.