Tends to signal "I'm off hunting/shooting, it would be a really good idea to finish before I'm back...."

Particularly strong in Texas, at least until the law is judicially nullified as it's been in other states in the nation like Oklahoma, where you to can use lethal force to stop a theft, as in someone walking away holding your TV, after a verbal warning.

Not where I live (South Africa). You'll be targeted for your gun. I suppose one benefit of the U.S. gun laws is that they're so easy to source that there's no need to steal yours.