I'm a male flutist. I also happen to work as an electrician in a workplace dominated by working class men. I don't mention to people that I play the flute.
It's not that I'm ashamed of it, not at all. However I know that if my "secret" was leaked, the mentality of some of the people I work with, would be such that I would become the brunt of their jokes. It could be said it would be in good humour, but I just cant be bothered with it, pure and simple.
I go to work, mind my business, get my pay.....I can then go home practice piano and flute, have my lessons. These are the things I love to do.