I think its a good idea skidmark; I had the exact same idea this morning.
I suspect that many will have friends and family in other states; but many will not.
A trigger lock can be applied to the stored firearm, and the legal owner is the only one with a key. This will keep unprofessional security from getting too familiar with the arms. The arm could also be strapped to the rack through the receiver or through the trigger guard, with the site manager having a master key. Magazines, bolts, and scopes may need to be stored in below rack lock boxes to keep from wandering off.
The site needs are maybe a couple thousand square feet, windowless, thick walls (brick/concrete block vs sheet metal), secure doors. Shouldn't be too hard to find; internal secure doors would have to be retrofitted. Maybe a few thousand, but the monthly lease is going to be roughly equal to that anyway.
I understand Vermont has fairly good laws and is right next door. I'm not sure what their commercial/light industrial property prices are like.
I see the theft risk as being less than a typical specialty indoor auto storage site. [autos are easier to strip and fence, more difficult to transport, but also worth more]. I'm not sure how insurance would handle it, but I expect it wouldn't be too difficult to work out.