I once went to Plymouth to watch the reds by train & took a load of cans & food etc , when I arrived at Plymouth I put all my gear in a safety deposit box at Plymouth station & collected it after the match for the return trip , not sure if any of these facilities still exist & i am not sure how many of our long distance fans travel by public transport but times are different now & I think that security checks will become the norm at many sporting events for the foreseeable future , I am sure the inconvenience has got to be worth it .
There are safety procedures in place for most eventualities. Have you ever noticed the announcer say “all stewards and police to phase 5 positions”. That’s a drill required 2 or 3 times a season by the EFL whereby all gates are opened and stewards and police into positions that facilitate the evacuation of the stadium. It must be less than 2 minutes. During my time at the club it was regularly around 1 minute 30 seconds.
A quick check suggests that Sheffield station doesn't have a left luggage facility, and I'd imagine lots coming in by public transport would find that to be the most convenient. I work Saturdays anyway, but to be honest this rule would put me off. I tend to wear a shoulder bag everywhere I go, particularly on a day trip (book, music, snacks, train beers etc). If I could drop it at Sheffield before my connection then it would just be a slight annoyance, but I'm not travelling a hundred miles and then desperately scrabbling around trying to find somewhere to stash a completely reasonable - and easily searchable - bag!
Last time I took a bag in it had my underwear in from previous day as I had stayed at my parents ... I did warn the steward who was then reluctant to delve very deep onto said bag ... can't think why!