Banks are private property. They can pretty much make up their own rules. If they ask you to conceal then you pretty much have to. If you don't, they can ask you to leave. Since you haven't broken any laws that's all they can so. If you refuse to leave then they will call the cops to remove you, if you return you COULD be charged with trespass.
I OC all the time into my bank WAMU/Chase. They've never said anything to me.