Bad things can happen when shooting alone at isolated shooting ranges, too.
When I lived in NW Florida years ago, I was a member of the Escambia River Muzzleloaders range (awesome range, BTW). It's in an extremely isolated area, and at least back then, if you went on a weekday, you'd often have the entire range to yourself.
Someone was once there by himself, went downrange to put up targets, and a van pulled up to the empty firing line and tried to steal his guns (which were still locked in his car, fortunately), and they took off when the would-be victim realized what was going on. It could've turned out much worse, if they had brought a rifle and shot him while he was downrange...
After that, I always CCW'd at the range, and when I was alone, I'd take a loaded carbine WITH ME when I went downrange to check targets, slung muzzle down on the off shoulder.
That's not a problem at my current range here in NC (always crowded, I miss ERML), but I am careful not to be followed home, and the car goes into the garage before the gun cases come out of the trunk.