Doesn't annoy me. I ignore that sign as I believe it pertains to the guns you are USING at the range. It is a safety issue, which I respect, since there are enough idiots in the world who have accidentally shot someone at the range. However, the gun that I am concealing is not a safety issue since it remains in my holster while I am shooting.
BTW, I am always carrying concealed at the range and practicing with a separate gun. Just don't like the feeling of being "naked."
That's pretty much what I always thought the rule was about, too. It had not even occured to me that there should be an issue with my loaded but holstered gun.