I have often thought about this myself.
I never want to advertise the fact that I have guns. As was mentioned, there are a number of reasons why. I guess the two biggest reasons would be theft, and having uninformed/brainwashed people thinking you are a nut because you own guns. Whatever the reason, I can't think of ANY good reason to let other people know you own guns. Even though I am not doing anything wrong, I always try to put guns in my vehicle so that no one sees them. I have thought for years about buying some kind of cases that appear to be something other than gun cases. The problem is that gun cases are cheap. I have never shopped for something like a guitar case, but I always assumed that they would be significantly more expensive. And, I frequently take more than one rifle to the range, so I would need several.
I don't even like to get packages sent to my house that are obviously gun related. Again, I am not doing anything illegal or immoral, however in today's society there are many people that think that gun ownership is wrong no matter how responsible and safe I am.