My former employer had that policy. Working there was one of the reasons I became a concealed carrier in the first place, though, as I had to work some late evenings and walk to a dark parking garage. So I ignored their policy. They never knew.
The prohibition comes at you from many levels. If its not the employer then it might be the landlord or the insurance company.
My business office lease includes a clause which prohibits weapons anywhere despite a state law which allows people to keep a firearm in their car. They wouldn't even discuss removing the clause, entirely non-negotiable. I think its partially driven by the insurance companies and their anti-gun stance. Another factor is the lawyers who use it in lawsuits.
Apparently they think a policy banning firearms will keep someone from coming in and going postal.