Look at it another way... if I bring multiple firearms for a shooting session, I literally have thousands of dollars in very liquid and portable assets sitting there, in plain sight. People get robbed every day, over less.
Here in Reno, two gun stores were robbed by driving a car through a window and looting the counter. They all have posts for protection now, but the value of guns to criminals is obvious.
No, there hasn't been any kind of rash of incidents in my neck of the woods (N. Nev.), and robbing armed people obviously has it's hazards. But you never know. There are folks out there who'd take you down.
Being alone with a number of guns is a lot like carrying large somes of money. While shooting an elk can bring a predator like a Grizzly in some places, shooting alone on public land can bring everything from BLM LE to......well, you get the point.