I don't wear armor on the range, but I'm generally on the range with my brother LEOs. I trust them with my life.
I've never had a problem on an LEO range and I've been playing this game for over 30 years. When I"m running a non-LEO range, I'm apt to wear my armor, but I won't call attention to it. It will be under my shirt, as it is when I'm on duty. There is a reason for the Four Rules, and I'm a stickler for them.