I've actually begun doing that to frightened Sheeople. "You mean you go outside WITHOUT a gun? What are you? Crazy or something? It's dangerous out there..."
I strike up conversations with women and men checking out the binoculars at Wal-Mart while I'm buying ammo. "So, you going shooting this weekend? What do you mean you don't like guns? Is it the color scheme?"
I'm gonna get arrested for sure one of these times...
Well, gun owners tend to be quiet and respectable people. That partly because getting arrested (or committed) will pretty much lose you your right to own a handgun.
Also, it's not a great idea to advertise that you have guns, a decal on the window: "Protected by Smith and Wesson" is an also an invitation to a break-in when you are not at home.
As far as having people know if you are carrying - the last thing you need to do is to run into a hyped-up adrenelin-overloded cop who thinks that his best chance of going home alive tonight is to shoot you first.