No, you're not paranoid
Everyone IS in fact, out to get you...
I think your caution is warranted, but perhaps not for exactly the reason(s) you cite... Avoid statements of warning or bravado (bravada in your case?) You could be pegged by acquaintances, coworkers, etc. as a "nut job"... It doesn't take much, and here's how I know...
at a "recent" job, a non resident ccw application got escalated from the reviewing agency, to my company's legal dept. It got kicked to HR, and I got threatened with termination for having any kind of weapon...
My company's contact # was my desk number, these jerks were really trying to make life a little interesting for me. Part of the app was a 'justification' letter. The letter was not factually relayed to my company, but rather....embellished a little, shall we say? I was able to diffuse that situation, but the lesson I drew from it was it's none of my employer's business what I do when I leave, period. It's none of their business what I do on the weekend. Fortunately, I had the foresight to exercise my 'right to remain silent' in that meeting, indicating several times that I wouldn't answer questions not pertaining to work. I did so politely, but thought it better to have them not know the answer, than potentially not like it.
Because of recent unarmed sheeple being murdered by disgruntled and sometimes ex- employees, the HR "professionals" have indicated that people "who have weapons, firearms, or display an interest or fascination with them" are potential risks and should be counseled.
If you're not worried about folks knowing your views, then I don't think your home would be a target in any way... Except for maybe a couple of THR members stopping by to say "Hey GWiG, let's go shooting!"...