Game publishers like Capcom who own the copyrights in their games have the exclusive right to public performances of their work. In other words, nobody but Capcom can show one of their games in public circumstances, including most publicly-attendable tournaments, unless Capcom explicitly gives them permission. I guess this tournament venue knows about this and wants to be sure that you do get permission so that you and they can’t be sued. In practice Capcom tends not to sue people who organize tournaments even when they don’t have explicit permission, but you never know, maybe tomorrow they’ll start suing.
If you don’t have permission, and I’m assuming you don’t, then you can’t tell this venue that you do. You can try to explain to them that in practice Capcom doesn’t sue people who infringe on the public performance right, but if they don’t want to proceed without full assurance that they won’t be sued, there’s not much you can do. And you can hardly blame them, really. If it doesn’t work out with this venue, you should probably just try another one.