Can we appear TOO prepared for our own good?

We went to NYC about a year after 9/11 to see a play. I stashed some protective gear on my person, but a member of my family caught sight of it. I didn't stash it very well.

This person said I deserved to get hauled off to jail. I looked as though I was PLANNING for something bad to happen because I was TOO prepared.

To my mind, I was simply trying to be prepared. Fear won out, however, and I ended up going with almost nothing.

I have gotten much better at this sort of thing now, but has anyone ever been singled out for undesired attention because of being too prepared?

-- Craig