I have had TSA tell me this exact same thing many times at Boston while trying to catch a jumpseat flight on US Airways.
I have even had a few TSA people tell me to go back to the ticket counter first to get a ticket... and i have always replyed with something along the lines of "I check in at the gate and pick up my ticket there". And they have always let me though...
A few times I had wondered if they had ever tried to make anyone turn around and you just answered my question...