The T-1000 essentially has no limitations as an infiltration unit -- as we've already mentioned, it can mime pretty much anything, but beyond that, it can get in and out of any place it wants simply by engaging "puddle mode" and sliding through whatever narrow entrance point is available. It wouldn't matter if the only way into a building was a tiny hole in a 10-foot concrete wall, it could just turn into liquid and drip the fuck in. But the T-X, which is supposed to be the T-1000's upgrade, has all of the physical limitations of a standard non-robot person. If there's no door, it has to either bust a window or gas up its breasts and try to jiggle its way through security. The T-1000 could come in through the damn water fountain.
Finally, when the T-X has its climactic battle against Arnold, this happens:
"Shit, I'm stuck!"
"Oh, wait, I forgot -- you're totally not invincible."
That's Arnold grabbing the T-X by its spine. He holds it in place long enough to detonate his own power core and destroy them both. It is literally the only reason the evil machine gets defeated -- Arnold is pinned by a door, so if the T-X didn't have a physical structure for him to wrap his meaty cyborg fingers around, he would have been helpless to stop it from killing his BFF John Connor. For comparison, here's what happened when he tried that same nonsense on the T-1000: