I guess it depends on what folks mean by "comfortable surroundings". At home, at friends homes, at work - I am not scanning the area looking for threats to my life. I do, however, consider escape routes in case of trouble like fire.
Walking down the street, driving in my car, in parking lots, at ATM's - yeah, I'm always looking. Really, any public place, I'm looking and evaluating. Never hurts to be careful.
Awareness is the first step to being "attack proof", a book I am presently reading and trying to incorporate into my life.