OB,
I sort of gathered that... I am among those that do not normally wear one either. If I need one, while kilted, I usually stick it in my sporran. Since I don't wear a sgian regularly, it is not "natural" to me to reach into my sock for a knife. Whereas it is very natural to reach into my sporran or some other back I have with me for a knife.

Next time I'm in LA, we'll have to get together and hash this problem out over a couple drinks;-) I'll even wear my sgian BREW that get used for celebratory events...