Not the case with this "Package" being delivered on Halloween in West Hollywood, compliments of the UPS Guy...
No cop is going to ask you to lift your kilt so he can inspect what you've got in there! LOL!
As far as modesty in the company of the fair sex, you find yourself paying attention to not exposing yourself. If you sit down in your clan tent to have a beer and chat with the folks there, you push the front down to cover up. After a few hours, you don't even notice that you're doing it- it just becomes automatic- like adjusting your trousers before you sit down is.
And I carry a (real) sword for louts that accuse me of cross-dressing. :-)