The latter have no business being in any building not designed for the purpose of having a bike or motorcycle in the building. If you're carrying a gun for personal safety, the purpose still exists except in buildings where security is provided (courthouses, etc.). The reason that other places don't allow guns is for liability purposes. If the Church thinks that having guns on their property is enough of a liability to ban it, I don't think it would be a giant leap to think that they might see having an officially sanctioned activity (even at a shooting range) as a liability as well.

There's probably something (or lack of something) in a rule book somewhere. I just don't think that Church leaders would think it's a good idea.