Some military folks can be alittle over passionate, even when you give an explaination. Before I joined the Air Force, I used to wear a Dark Angels pendant from the Black Library (Warhammer 40K) and some Ranger mistook it as a badge from a different unit. I explained to him it was from a tabletop game and thinking he was interested in it, I asked him if he'd like to know where I got it. "No thanks, I wear what I earn f*****..." then he storms off.
Of course, I was pretty tired at work, so it didn't register until the end of the day.