The banks first concern is protecting the banks assets, thats taken care of by federally insured deposits. The second is protecting the banks liability's- they want to avoid anything that will get a customer or employee hurt. They have done their homework, and know the odds. Why add a liability (you and your gun) into the mix when most likely it will never be needed? Lets say a robbery goes down, and you shoot the robber.... robber's family will sue. Customers will sue. All for what? So you protected about 5k in insured assets? Good business there.
Lets flip the coin... robbery goes down, you have your gun. Guess who the first target is? YOU! So either your going to get shot, or your going to be doing some shooting.... and for what again? Lets the sue happy public roll with that one.
Also, once the management knows and is OK with you carrying, they are now responsible to provide you with training and to provide a bond for your actions... all very expensive, and I ask again, for what? Thats why when you do see armed guards at a bank or a store, most likely they are retired or active cops or are from an outside contractor.
Just providing some business insight here,mixed in with some devils advocate. I agree that you should have not taken the job.