But it seems as if almost everyone on here wants to do nothing more than tear down the woman for asking a question.
It is a knotty debate, and I understand where you are coming from. It is possible that some of the later suggestions (from the OP and from others) took the idea farther than it really needed to go (like getting paid more to be armed at work), but thinking a situation through to all logical ends is one of the GOOD things about a forum like this.
If she's saying, "Wow, the world is a dangerous place. I'd be fine with it if you carry your gun at work," that's a GREAT thing. Especially if she'd put that
permission in writing somewhere so it doesn't become an issue later. (In general, any policy about employee's dress, conduct, possessions, behavior, etc. SHOULD be in writing. It just protects everyone.)
If she's saying, "I think our store might get robbed and I might be in danger, so I want you to carry a gun while you're here," that is not so good.
It is very tempting to think of things like this as casual arrangements between friends, with no repercussions. In harsher reality, though, this is an arrangement with your employer, which is always a tricky area. Having worked for friends and been friends with employers, I can say that the lines between expectations, favors, official duties, company time, personal time, promises, benefits, etc. get really muddy and can lead to more than hurt feelings.
Second, the law is a funny thing. Unless you and she have spoken to an attorney who specializes in such things, it would not be impossible for you to discover that your casual arrangement -- being between an employer and employee, especially if money, benefits, or other considerations were involved -- crosses certain legal lines. [Just as a hypothetical, if there is some altercation at the office (even no shots fired) and you end up testifying in court and it turns out that in the eyes of the state you've been acting as a security guard without the proper license -- whoops.] Just be sure you understand your legal footing.
Third, even at it's MOST benign, this is an arrangement (however casual) which involves actions and possibilities which can affect your very life, the lives of others, and your freedom. Tread very cautiously.
No berating, no denigrating your boss. Just a word of caution.