In many cases, it's required. I've heard tell, cough cough, that many contracting companies and military units turn a blind eye to contractors who pack. This isn't always a good idea, as there are plenty of people who probably shouldn't be armed.
In fact, I have a, uh, friend, who was once pulled over on the side of the road in the Sunni Triangle. The team moved out and pulled security, which prompted the contractor to move out as well. So there you have this team of stone cold killers, loaded for bear and in a close security posture, and a guy in jeans and a Hawaiian shirt, wielding a rusty 9mm, and posed dramatically in a half crouch like he's James Bond. My, uh, buddy, yelled, "What are you doing?!?" from the turret, and the contractor replied, "Helping". The reply was something to the effect that you look ridiculous, and to get your ass back in the humvee.
"So there you have this team of stone cold killers, loaded for bear and in a close security posture, and a guy in jeans and a Hawaiian shirt, wielding a rusty 9mm,"
There's a movie in there somewhere.