I think a big part of it is a person's own subconscious. When a person first goes out in a kilt, there is always that voice in the back of your head saying, "Hey, I'm wearing a kilt." This happens no matter how confident you are, because you are doing something different. Other people notice this, even if they don't realize what they are noticing.

As you wear the kilt more and more, it becomes a common part of your life, so you are no longer broadcasting your presence. Thus, people react to you less.

I do think, as has been suggested, that many of us do like standing out and drawing a bit of attention. I call it my "inner peacock."