What is there to get? If they don't want firearms on their property then they can damn well post a sign clearly visible on the doors! Other than that it's don't ask, don't tell. There is no more reason to call ahead and ask about their firearms policy than there is to ask if neckties are required or not.
The only ALMOST justifiable reason for calling and asking permission to exercise a legal behavior is IF someone was considering opening an account there or not. And for me, a visit to the building looking for signs would be the way to go and open carry while opening the account in person.
Do these people call ahead EVERYWHERE they go and ask for permission to carry a gun? Every 7-11 store, every gas station, every grocery store, every insurance office, every oil change garage, every tire store, every auto parts store, every hardware store? I guess you are right... I don't get it.