Sometimes a group needs to coordinate on a single victim, and that coordination is easier if the victim is marked out as different somehow. The details often aren't important. Being the only person known to carry a knife could do it, as could unusual hair or skin colour, or dress sense, or accent or virtually anything.

Sometimes it's worth changing so you don't stand out as different any more, and sometimes it isn't. I wouldn't flaunt my (lack of) religion, and I wouldn't change it either.

In some cases, changing doesn't help. Switching from a knife to a multi-tool may not help because it's not really about knives. For that reason there should be limits to have far you are willing to compromise.