Express your dissatisfaction to the company's policy in a well-versed letter, to avoid heated "one-the-spot" discussion. Find other CCW permit holders to sign the letter - a petition, of sorts.
Explain the background check requirements and clean records needed to obtain a CCW permit, and that you only carry to protect yourself and others, at your own risk. Explain to them, too, that they will be held fully accountable for your safety should anything happen, even if it involves civil litigation in the aftermath.
If you truly care about your personal protection, you will pursue this matter to it's end result, and leave the job for a safer one if necessary.
I carry open everyday at work. I even do so in the presence of new customers. When asked about it, I simply reply that I am concerned about my safety and theirs, and I will deter or stop crime whenever I encounter it. I do so at my own risk, to make my community a safer place to live. One night, I hope the news is full of only good stories, instead of tragedy.