I think a lot of folks are either ignorant that CO is an "open carry" state or just think you are LE.
I am happy to exercise my Constitutional right but choose to do such with discretion. As was noted earlier, LE personnel do not always understand the law they are trusted to uphold and I would just as soon NOT go through the process of educating them.

I also look at it this way- we are the "ambassadors" of the firearms world to the uneducated and as such should conduct ourselves appropriately. The clown in Aurora over the parking space is a prime example. All it takes is one asshat to reflect a bad light upon us all. This just gives the Anti's more fuel for the fire.
Why feed the fucks if we don't have to?
All it takes is one soccer mom to see your open carry and freak out "for the children" and then more negative press.
Firearms are demonized in our society today. We need to present a positive image so we can help dissuade some of the demonization.