To be clear, they don't continue to search the cellars as an actual security measure. It's purely ceremonial and done as part of the traditions around opening P

To be clear, they don't continue to search the cellars as an actual security measure. It's purely ceremonial and done as part of the traditions around opening Parliament for a new session. Hence the oil lanterns and swords. They also (ceremonially) hold a member of the Commons "hostage" while the Queen is in Parliament to ensure her safe return.