I'm more of the mindset that its not so much about obeying all your employers rules as it is about being willing to accept the consequences when you don't. I worked in the booth at an all night self serve gas station. I got robbed. I bought and secretly carried against company policy. If ever robbed again, my goal was to survive to stand in the unemployement line.
Employers are in a very sticky spot when it comes to allowing employees to carry during their work hours in that they can be held responsible for what you do with it, while they can also be held responsible for denying you protection. In many cases, they have a "no gun policy" simply because they are required by insurance or other liability reasons, and need it for legal cover for what you may do, while at the same time not caring if its violated as long as they have plausible deniability of knowing that it was being violated. In other words, I get robbed and am involved in a controversial shooting, they can wash their hands of responsibility by saying they did not know, did not sanction it, and I was violating company policy, even though they are patting me on the back on the way out the door, and glad that I was armed.