"Being made" can get you dead. Do a little research on the Eric Scott shooting at the Costco store in Las Vegas, NV. Scott's legally concealed weapon was spotted by the store's "Loss Prevention" specialist, who immediately dialed 911. The store was evacuated, and Scott was shot and killed by police while exiting the store. A coroner's inquest found the shooting to be "justified."
A rough description of the event can be found here: http://pjmedia.com/blog/gunned-down-in-vegas-what-really-happened-to-erik-scott/
I watched the entire inquest hearing and saw/heard all of the sworn testimony, so I know that the information in the article is not totally accurate. It is close, however.