Judging by the "personality" projection of some regular posters - it's fairly apparent why they don't experience rude inquiries. They are probably pretty self-assured individuals with or without a gun on their hips. Perhaps they "fit" the LEO profile, but no badge is observed - so a question lingers in the mind of the inquisitor. I often have lingering questions myself, but that fact doesn't entitle me to answers.
I am personally inclined towards projecting the image that I am "authorized" to wear my weapon under the laws of the respective State jurisdiction. Thinking this issue through a bit more - if you were off-duty, or plain clothes LE you have no obligation to respond, or satisfy someone's idle, and more than likely pernicious curiosity outside of acting in an official capacity. If questioned by someone exercising authority over private premises, I would respond with - "Why do you ask ? Is there some particular problem ? Well, I'll be happy to cover my weapon - or take my business somewhere else for that matter."
I am not disposed to allow someone - outside of an actual law enforcement contact - interogate me over my armed condition, and that fact will be communicated in a straight-forward manner.
I have only experienced one adolescent "guffaw" reaction while shopping at the Walmart on Space Center Dr in the Springs- which I simply shrugged off with an unconcerned glance in the person's direction. He chose not to pursue it further.
Those who do not want to entertain "inquiring minds" may want to consider working on their manner of display of countenance as well as their holstered firearm.
This is possible regardless of gender, or other characteristic attributes. It's possible to eliminate 90 % of idle curiosity, thereby conserving your mental faculties for more productive encounters.