Sounds like a similar experience that happened where I worked. I had a state job and our office just happened to be in a bank building, well that there should tell a person not to bring a gun inside a bank building as that is a Federal crime. Anyway the SSA office was on a floor below us and we frequently had to check with them to verify benefits on some of our own patrons. Well, there was all this commotion going on and as we were allowed to take our breaks outdoors, I had walked down to a picnic table outdoors and all of a sudden I see the SSA guard and a bank guard aiding a man out of the building at the same time a couple of police cars drove up.
Yep, a man went to Social Security office with his gun to apply for benefits. Well, I was very careful of who I spoke to and not going alone to take a break outdoors from that moment on. I know the office where I worked was one that we had to take precautions as sometimes our clients would get a little hot under the collar if things did not go their way. (Stressful) We had a direct link to the Sheriff's office by way of a panic button, if we needed their assistance at any time. I was glad they were only a mile up the road from us that day.
Also for many years I worked for a Sheriff's Department and we issued pistol permits to the citizens of our county. A lot of people would bring them in for us to gather the serial number and make and caliber to put on the permit. One day this little old lady came in and she pulls out this huge pistol that had belonged to her husband out of a paper bag. When all of a sudden she pulls the hammer back (we assumed)to retrieve the number. We asked if the gun was loaded and she said yes. Well anyway we had to hold our hand across the hammer to keep the gun from firing until we could reach someone who could safely remedy the situation. It was several minutes we had to wait for a deputy to come and unload the gun. Some people just shouldn't be allowed to even handle one if they don't know what they are doing.
It is a shame that people don't realize the laws, as one should never take inside any government building, anywhere that alcoholic beverages are sold for on premises consumption and defintitely not in a bank building or a Social Security office. I don't blame you for wanting an escort. I would too if I had one available.