Depends. First, a request may be denied. A demand by a person in charge of the property cannot be denied. So that sort of depends on who's in charge. Some churches of the congregational flavor are owned and operated by the congregation as a whole, so every member can make his own decision whether to stay or go, regardless of any other member's feelings on the subject. The hierarchical forms of organization place the local bishop or priest firmly in charge of the property, and the "members" have no rights at all. Some in the middle have a governing body, vestry, board of elders, or whatnot which would have to act collectively by resolution to make such a demand. Upon lawful demand that a person leave private property, a failure to do so is criminal trespass, a class-one misdemeanor.
The statute that prohibits possession during services within the ecclesiastical structure does provide the exception "for good and sufficient reason", which really means that if you have any unlawful intent in bringing in the gun, that's a crime but if it's just to, as the Boy Scouts say, "be prepared", it's "good and sufficient".