My take: Sometimes, when a woman gets involved with firearms and self defense, the guys around her will make jokes about it.
Most of the time, this is good-natured and nothing to worry about, but pay attention to the tone and context of these remarks. Sometimes they come from a guy who is not comfortable with your growing ability to protect yourself — and that’s always a red flag.
Well, there is always a chance that guy _not_ comfortable with girl gaining ability to protect herself is not threat but just injured ego (It’s men role to protect girls isn’t it? 🙂