If most of the 95% of employers that have policies are anything like mine, the policy is probably not thoroughly thought out. I recently started working for a company who's employee handbook had a clause forbidding "weapons" and citing weapons on company premises as grounds for dismissal. I wasn't necessarily concerned about my safety at work or while commuting, but it was just the nature of a "no weapons" policy that bothered me. Now I happened to work on the administrative side of the company I asked around about how the handbook came to be and it was mostly copied from a Las Vegas-based company in the same industry.
So during a recent update of the handbook (due to some other required changes), I submitted my feelings on the subject and a suggested correction. The owners agreed that the policy should focus on acts of aggression and not objects (because many items on the premises could easily turn into a weapon) and the handbook was changed.
Sorry for the long story, but what I am getting at is be tactful and make use of suggestion boxes or just approach your boss. You may never know if the policy comes from copied big-box company policy with little or no thought behind it. I wouldn't necessarily mention concealed carry unless you are sure your boss is okay with it, but just cite the faulty reasoning behind such clauses. Firearms are only objects like tools, staplers, or chairs; all of which could be a dangerous weapon in the wrong hands.