Yeah, there is one other item, a Ward Ring that lowers enemy encounter rates. Chances are, you missed the two officers standing guard outside the main entrance. Most people don't think you can leave the building through the front door. It's not a big deal. There is also a missable scene back on the Blackjack, if you travel to it before going to meet up with Leo and leave for Thamasa, then you get an amusing encounter with Setzer and Cid trying to repair his ship, and some foreshadowing about an event later.