Seems he is willing to assume the risks involved by his carrying at work; just not yours. What do you think he would do if he discovered you were carrying? Maybe him telling you that he has a weapon is a hint. If I were the manager in this situation I too would tell you not to carry; but I would try not to look too close.
If you can justify carrying at work, and willing to assume the consequences, carry.
SHHHH...Concealed is concealed.
