I have a similar problem with the door being unlocked at our baby sitters house. I'm considering dropping off my daughter, driving around the block, then running into the house with a ski mask on.
I'm not sure how that will help your problem though. I'd suggest that if that is not their mind set, then treat them like they treat you. Accept them for the way they are, but don't try to push them to change, as I'm sure you wouldn't appreciate it very much if they were constantly trying to get you to stop carrying. Maybe just be prepared yourself and let them learn the hard way. I know you have their best interest in mind, but sometimes people just don't want to change their life style.