I've never seen a sign in any PD and I've been in a lot of them.
I've never been questioned about firearms when in a PD, whether I was there for official business or not.
I stopped by a friend's PD (he was the chief and this was way up North of Boston) once after attending a gun auction and he took me out to show me the town. He picks up a call for a house burglar alarm going off (very expensive, upperclass town, much swankier than where I live) and we take the call. He goes around one side of the house and I head in the other direction, both meeting back in the front. He never asked if I was armed (I was) and I never questioned that he'd back me up if we got into something real!
I also did a very strange "ride-along" if you will one early morning in my own town, in civvies, again armed (CCW, the officer may have assumed but never asked and I never told). This was one of those very strange "lack of communication" issues between husband and wife that was very scary to me. I had gone off to a Table Lodge and my Wife had gone off to an auction at a local synagogue . . . I obviously did not pay attention to WHERE she said she was going . . . so the comedy of errors begins. I get home from Table Lodge and my Wife isn't home by midnight and I start getting concerned. I look around and find nothing that indicates which synagogue is holding the event (we had 3 in our town back then, and there were no cell phones back then). I call the PD and do a "courtesy request" that they put out a missing persons alert for the car/Wife . . . they are very reluctant as policy was that this wasn't done for at least 24 hours back then, but finally they do it and I head up to the PD to ride along looking for the car, worried that the worst possible scenario might have happened. I get the normal questions - had we had a fight/argument (no), might she have run away (no), etc. I had left a note on the kitchen table (and changed the recording on our answering machine) asking Deena to call the PD when she returned, that I was very concerned and was out looking for her.
We rode around the back streets, parking lots, all the synagogues in town, etc. NOTHING. Finally ~3AM the dispatcher lets us know that my Wife is home and called the PD. We head back to my house and the officer tells me to stay in the cruiser while he questions her. He asks her the same type questions - had she run away (no), had we argued/fought (no), was she in fear of me (no), etc. Then he gives me the all clear. We learn that she went to an all-night auction held at a synagogue in another town! I was much relieved and thankful to the officers and we head back to the PD for me to pick up my car. These are fellow officers that I worked with, but given the circumstances they did everything very professionally and never questioned me about being armed. My affiliation only helped in getting them to search for someone "early" rather than 24 hours later and they helped me keep my sanity as I was going nuts with fear and worry.
Being armed in a PD is NOT a problem (or illegal) in MA, UNLESS YOU ARE A PROBLEM!