I think we had a whole long thread about NPE carry a while back. Lots of good arguments there.
I wish I didn't need a job so bad that I can't afford to get caught carrying on company property.
On the other hand workplace violence is increasingly a major issue people have to account for daily. Your employer doesn't give, and won't ever give, a rip about your safety from attacks from colleagues (or from anything else for that matter). They will fill the seat with someone else's butt.
I go to work with the barest minimum of self protection that will fly under the radar.