Correct. A few people jumped the gun here. A police station by definition CANNOT be private property. If you are conducting lawful business, they cannot trespass you.
We have a big problem with county and city governments here violating our state's preemption, and some guys are working on it, from every angle of attack. This video will be used against them, RIGHTLY, and I'm glad I got to see it.
I can't comment on why it's posted in CO, except because perhaps the OP feels it's important in states with similar problems. As for the process serving, though I see no reason why process serving can't be armed. Police are armed, and we don't consider that intimidation. But I don't know if there are RULES for serving. Additionally, are the rules different if you serve yourself versus hiring a professional? I'm actually a little disappointed at the bad motives imputed to the OP in this forum before asking him any questions.