Another option would be to conspicuously wear a bullet-proof vest, and when you get pulled into HR to explain, just can just tell them that you need to wear it because you don't feel that it's a safe working environment, given that you aren't allowed to protect yourself.
P.S. I assume no responsibility for the consequences if you choose to follow this course of action.
![Wink ;-)](./images/smilies/icon_wink.gif)