Myles is correct that you should raise this immediately. Convenience would be one thing but what you describe is a dangerously unsafe office. When you bring this to management one key thing to keep in mind in such discussions is to avoid laying blame and make it about "us versus them" Don't say "I'll report this to the fire marshall" but say "I fear this would be a violation of the OHSA regulations."
As an example script:
Hey X, a couple of us (or just "I") noticed after the access control system came online that we also need our fobs to leave the building/office. While this is not only inconvenient, we're worried that this might be a serious safety issue in case of a fire or other emergency or if the system breaks down1.
I looked into the building regulations that apply to office and according to OHSA we need at least two unlocked emergency exits. Aside from the safety issue we could also be at serious risks of being fined or shut down if we get an inspection of our new premises.
Keep in mind that this is a conversation you should have in person so you see how your manager reacts. Your take-away from this should be that the system will be immediately deactivated for exits, or at the very least the opening of at least one additional emergency exit, possibly more depending on the size and layout of your building. If that does not happen or if you catch even a hint of resistance from your manager on this, I'd suggest contacting the relevant safety agency for your area immediately. If you have a competent HR department who aren't in the loop on the renovations, you could contact them first as they should realise quickly how dangerous this situation is from both a safety and a legal perspective.
I'm normally not a fan of actually taking (semi-) legal action, but your health and safety should not be compromised at work. A newly renovated building is already at a higher short-term risk, before you add in ethically questionably construction companies.
1 Note that as far as I know any electrically secured access control system is required to fail-open. This shouldn't be an issue but if the security guys aren't even following basic OHSA guidelines then I wouldn't be surprised if they're creating actual death traps.