Because it's still (usually) like fire. It can still hurt people, and I didn't use to have the kind of control I do over it now so it's a safety precaution. I've been doing it so long though I do it out of habit.
And like I said, I don't want to be like one of those Open Carry knobs, walking around with the mutant equivalent of an AR-15 when people are just trying to go about their business at the store.