As opposed to going home and getting a firearm and going back into the office etc? Your argument is specious.
Sorry, it's true--people can freak out and make a lifetime mistake in five minutes that they would never do if they had to drive 20 minutes home and back to the office in which to calm down and think it over.
Companies are TERRIFIED of recently-fired workers going postal. That's why they don't want guns anywhere near the property. Security is good for keeping civilized people out, but the kind of rent-a-cop you find in an office park isn't up for a gunfight with a depressed psycho.
Call my argument "specious" if you want, but it's what's on the minds of every HR manager and property manager on every Interstate.
If you don't think proximity matters, imagine what firings would be like if there was a gun in the hallway outside the HR director's office. Oh, and an open bar. Do you think that would increase violence, or have no effect?