People choose their own clothes for their own reasons.
What I wear at home, I may choose to go out in, or decide not to.
Because when I go out, I know that people can see me and will (or won't) look at me based on their own level of interest.
But someone looking at me? That doesn't harm me in any way. Do I dress so that people WILL look? To one level or another, yes AND no.
But I can't control what people think, or what they do with their eyes. If someone comes up to me and feels that they have a right to engage me in conversation or comment on how I am dressed? Well, that's a matter of manners and social courtesy. If they are polite, I can be polite back. If they are a jackass, then I can be a bitch. They started the conversation, they set the tone, they took the risk and they get the outcome.
Try to touch me because of how I am dressed because they think that I am "sending a message" and they know what that message is? They're going to pull back a stub or find themselves on the ground with a tight grouping of .38 inch holes in their chest.
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By keeping my clothing options open. If I chose to go with your example of yoga pants and a sports bra, then I would probably have my handgun in a fanny pack or whatever I've put my keys, wallet and phone in. But I do have it. But there are a lot of options there (the pic is something else that I use), and depending on what I wear (either a larger/looser top, or jeans, or shorts), the handgun is out of sight and won't be seen unless it is necessary for me to use it. Thankfully, that's never happened and I hope that it never does.