Taking your inhaler would present a health risk to you if you needed it, so they shouldn't be touching anything like that.
I've worked security at the Opera House for other events and it's pretty routine to take anything unusual - I'm sure they would have left stick deodorant alone.
Any items that they won't allow you to take into the party can be checked into the black box (as you did with the Vicks). I haven't had any complaints from anyone else about having Vicks confiscated but if you like I can mention it to the security guards at our next event.