Many years back at my large gun club, I was a officer and RO and instructor.
At that time due to the small amount of people that had pistol permits, (needed just to own a handgun in NYS) there was not much said about carrying loaded if you were safe. That was either open or concealed.
We did allow none members to shoot with a nominal fee to the club. The club was about 3/8 mile off road and many times during the traditional work day you had the range to yourself or perhaps one other shooter.
I always carried there and many time openly.
All was well till one day a lone member was shooting 2 nice rifles and he went down the 100 yards to check his target. When he got back up range his two rifles and ammo was gone. No car or person was seen, they must have showed up "got lucky" and took his things and then left fast!
I normally used a good spotting scope and bullet holes were easy to see at the 100 yards, in fact you could tell what was what if you were shooting different calibers. That meant I only went down to set up or retrieve target, not a trip every few shots.
When I did target set and retrieve if I was alone I left my guns locked in car unless another shooter was there to keep a eye on things. As stated most time I stayed up range and kept a eye on things. I got in the habit of turning around and looking back on the trip down range a couple times after that stolen gun incident.