Your employer has ZERO liability responsibility to you for an incident where you claim that the carrying of a firearm by you would have lessened the potential harm done to you. Your employer is required to make reasonable security concessions to the business such as having locks on door, proper lighting in the parking areas, etc. They are not required to provide you with armed guards, although some do.
For you to argue that having a gun would have changed the circumstances of a situation, you would have to prove that this would be the case, not that it would be the case if you got a lucky break. You cannot prove that having a gun would necessarily have changed the outcome of events. You can't prove it because what you are suggesting is pure speculation.
Many employers seen guns in the workplace like this. They don't know the potential future events and dangers that might enter the work place out of their control, but they do know the potential risks and dangers of having employees bring guns into the work place. So employees with guns increase the potential risk for an accident/negligent. For example, there are businesses that have been open for decades where there has never been any workplace violence. So having employees with guns increases the level of potential danger in the workplace. You can argue that the logic is bogus and I largely agree, BUT in repeated events, police responding to various confrontational situations where no guns were present have managed to introduce their guns into the situation (simply by wearing them into the situation) and events occur that result in folks getting shot and not by the cop, but with his gun. In other words, lethal force weapons get introduced into situations where they were not originally present and so the danger level has increased.
Your employer may not be able to control unknown future events, but he can control employees and prevent them from introducing dangerous items into the work place. In fact, his liability to other employees may actually go up by allowing guns in the work place.
You can't prove that having a gun in the work place would have changed the consequences of a situation that occurred. So don't count on being able to successfully sue an employer for damages because the employer did not allow you to have a gun in the workplace. Additionally, as a condition of employment, even indirectly as a matter of agreeing to abide by workplace rules that may change over time and come to include a no guns policy, you have contractually agreed to work and receive money while abiding by said rules. As such, suing for compensation because you were not allowed to carry and somehow got injured in some violent event comes out that you were suing after the fact that you did not like the workplace rules. If you didn't like the workplace rules, then you should not have remained as an employee or sued BEFORE the event for the right to carry. Of course, suing your employer beforehand will probably result in your termination.
If you don't like the rules, leave. It is your life. Don't blame your employer for not allowing you to carry a gun at work if you are willing to work for that employer and be paid by that employer. The fault is yours for staying and agreeing to workplace rules which are going to be a condition of employment. If you think you are in danger because you can't carry, then the botton line is that you don't need to be there. Get another job. And yes, I know that you may not be able to find a comparable paying job. Life is hard. Live with the risk of going unarmed or live on a lower pay scale at a place where you can carry armed if you can't find a job that pays as well.