Also, if your rights are being violated then you should report that but I personally believe that everything should be done within reason.
ATM machines are a gray area IMHO. Yes they are technically private property but they aren't YOUR private property and they certainly are located in what one could easily consider a common public area and that's where the problem starts. Also, banks lease/rent that space but they intended to be used by the general public so it's a very fine line and I don't think it's a very clear one at that.
There are ALWAYS exceptions but I personally don't think that an Officer checking to see if you're carrying legally or not is generally an erosion of 2A rights.