I just checked their Facebook page. I did not see any mention of a CCW policy. Of course that does not mean there is no sign on the door. For the information of those not living in Illinois, those signs have the force of law.
Since you apparently talked with her a long time, can you tell us what her objections were? Maybe we could address those.
I assume one would be a concern that a skater could run into another, or just fall, and the gun would fall and discharge when it hit the floor. This is not supposed to happen with modern firearms, but I got several hits reporting occurrences when I web-searched "gun goes off when dropped". Nothing says that every gun that would be brought to the rink would be modern, or in good repair. Even if one signs a waiver to skate, a court might allow a suit in the exceptional case of a gunshot death or other serious injury.
If anyone owns or patronizes a rink or other active sport arena the does allow guns to be carried, perhaps they could give some input.
They must have removed the statement they originally had on their facebook then, I just looked and cannot find it now myself either. Yes, our signs do have force of law here in IL - FIRST offense is a CLASS B misdemeanor w/ an attached $150 fine, SECOND offense is a CLASS A misdemeanor w/ same $150 fine, THIRD offense (and subsequent if not revoked for life) also CLASS A / $150 fine plus revocation of CCL for life (or the possibility of such).
Actually in haste to get the topic posted I have left out MANY details - which I do apologize for. I know it's generally not "polite" to link to other forums, but if that would be okay I would much rather link another thread I posted on this very same subject somewhere else so that you could get more of the story (without me having to type it again). I started the topic there and here to reach out to fellow like minded 2A'ers and maybe even some 'fellow skaters'.
More detail can be found on this same topic at DC -
Local Business Just Posted Anti 2A sign (no Concealed Firearms)
I will also attempt to summarize here too, as again - I also know you normally don't link to other forums as a part of forum etiquette. In short our conversation ended on a decently positive note. It did not end on bad terms or nothing, but it did result in the sign and policy remaining in effect, at least for the time being. Toward the end of the conversation we exchanged phone numbers (the owner and I) and she had at one point discussed how she thought it was "extreme" that I would boycott them over this issue, and asked me to keep an (ongoing) open dialogue. Though like I said, at the same time, the policy / sign stays (at least for now).
I'm not too sure on the actual concerns, even of people who are actively skating - of carrying, because as I have already discovered (even the worst of skaters who will fall frequently) will almost never fall directly at NINE or THREE oclock. Initially and sometimes when carry first came to IL I will admit, I took it off and "threw" it in a locker. I was MUCH more comfortable doing this opposed to leaving it out in my unattended vehicle! The thought does even cross my head, I'll admit, that I will be skating "really rough" and land on it, and oh boy could that be a world of hurt! I am a pretty darn good skater though since I have been skating since elementary school age... That being said of course I am bound to fall from time to time (of course usually at the "fault" of someone else though LOL). Nonetheless this policy / sign leaves me with no option other than to enter the building unarmed, which I REFUSE to do. Unless she wants to install metal detectors and hire armed guards, my stance has been made clear. Unless or until the sign comes down (or she installs metal detectors and armed guards - IE becomes responsible for my safety) I will NOT be returning. Any other arbitrary reasons do not bother me for, I know it's not going to "just go off" or even if I fall, it's not going to just "fall out of it's holster" (I use a proper retention system - of course).
In our lengthy conversation she did claim to be "personally pro 2A" but from what was implied if not directly stated was that "this was a tough business decision to be made". The whole thing that 'sparked' it was a law enforcement officer (possibly a friend?), from a different town at that... I guess, from what I understand, it may have been a collaborative effort in that it went up. She did offer to schedule a "meeting" between her managers and I (which is another thing that makes me think either A) it was a collaborative effort to go up, so it will be the same to get it back down - or B) she's "full of it" [and just wants them to "gang up" on me]). Either way, it didn't seem to be a solid, concrete, permanent decision as she seemed quite possibly open to debate and negotiation on the issue. All that being said I don't know if her personal stance really even matters because I think (at this point) she IS smart enough to do whatever is "best for business". If she thinks she will get better business being posted, the sign and policy will stay. If she thinks she will get better business with it not being posted, then maybe the sign will come down. If it doesn't really seem to affect business either way, flip a coin! I even ended up "blowing my cover" (and this next part will just be a copy paste from another post I made elsewhere): Actually despite my initial concerns with "blowing my cover" I already did so (and think at least in part that may be why we had such a long conversation). She even wanted to see my license, I assume maybe because she had never seen one yet/what they look like - or maybe wanted to be sure I wasn't "lying". So I did decide to comply with the simple request, and even showed her my license to carry. So she already knows for a fact that I had been lawfully carrying for a pretty adequate amount of time there, before the sign went up...
Which I think is what's really confusing me or disturbing me the most! I had already been lawfully carrying there (sometimes while skating sometimes not [sometimes put in locker]). That and I know some people come and go in that type of establishment (parents who bring their kids once a year IF that for a birthday party for example), but I've been a regular for EIGHTEEN plus years

Also a little dumbfounding to me, that she's willing to throw me and my (longstanding) business away over such a stupid policy... I have always been going, weekly to bi-weekly at the minimum.
So hopefully that fills some more of the 'gaps' needed about this story! As I've outlined elsewhere I have two current plans of action (as follows):
The two courses of action that I have chosen in this continued effort are: have like minded 2A people contact her (email / facebook etc) to voice their opinion (I think we're all like minded on that, and we know better, we know a GFZ is really a CRIMINAL PROTECTION ZONE [criminals know nobody inside is armed]). The second course of action, should it go that far is, I am attempting to locate someone local to me to possibly take her up on that offer, and do a presentation and or Q&A "meeting" with her management. I am seeking local help for at least one other person to do so with me, as I don't really think it would be fair for me to try to take on her entire "management team" just by myself, even the thought of it makes me uncomfortable.