There was one discussed a few months ago here on FR. Seems they pop up in the news once or twice a year. Does happen but incredibly rare. Still, why announce yourself? Why create the risk?
I think that comes down to personal preference. I'm not sure that it's true that the risk in increased. What discourages me from open carry is the potential hysterical snowflake reaction. Gimme a freakin' criminal over that mess any day! lol