Having a gun in a locked car is not my employer's business. Now, if I carry it on my person into the office, that's a different issue.
My gun is on my hip about 90% of the time, even in places that I presume to have rules against it. No one will even know that I'm armed unless the need arises to defend myself. At that point, I don't care what the rules or even the law say.
I may not win the gunfight, but it gives me the chance to win.