As the Old Grunt stated. The supervisor is doing his job by protecting both you AND the company in any case. I am a manager at a hospital and know the rules of our organization. "No carry at work", it is an offense that warrants termination from employment. However, TX law allows us to bring it to work and leave it in your car on company property. I pretty much know who carries and what they carry as we shoot together at the range. However, if I see them carry while on duty it is my job to enforce the rules of the company. I personally would love to carry at work but know and comply with our company policy. Just as I comply with the laws of the state.
Your supervisor may be just ensuring that you know the standards of the company and know the consequences of your decisions to carry at work or not to carry at work.
First of all, why does your boss know you carry? I haven't told anyone that I carry. I do have a permit as well as my husband but its not something we share with people. On the other hand, at my place of employment, I work with 4 other females. All but 1 of them carries, too. While I know they carry, they do not know I do!!
If there is an employee hand book read that first. If no answer is there ask if there is a written weapon policy. Then you still probably get an answer.