Are you talking to HR or are you talking to your boss? If you've been pushing with HR you might try asking your boss. Explain to him that this aids you in your work and it'd be greatly appreciated if he could convince HR to allow you to park your bike safely in the building in some unused nook.

It's likely that what you're asking will have no cost to the company and will leave you feeling accommodated and comfortable (since you're getting around the way you wanted to).

If he's not willing to help, well, that just sucks.