I had sort of the opposite problem once. My longtime psychodynamic T used to go for a walk with me during some of our sessions. Most of the walk was in a quiet area but the first few minutes was in a busy area of town. One of his neighbors ran up to him and started yakking it up with him and he tried to gracefully get her to go away.

She finally noticed me and said "oh"… and must have put 2 and 2 together.