I believe this policy varies depending on the facility you are stationed at as well as your rank, and it has been a long standing policy. Perhaps those Freepers in our Armed Forces can shed some light on the subject.
I do know this, since Obama has taken office, we have witnessed, in just a short period of time, shootings on several military bases.
The exception to keeping them at the armory was if you had them out over the week-end or a holiday when the armory may not be open to store/retreive them. No open carry, no concealed carry. I don't remember the rules for overseas, either. I didn't own any firearms when I went to Korea, so I didn't check on the rules, but I'm pretty certain firearms were a no-no there (other than issued).