...unless you have something to be nervous about?
Police don't want to waste their time, and they certainly don't get their jollies rousting law-abiding citizens.
There's a lot of truth in that great line from "Casablanca," "Round up the usual suspects." The RIGHT suspect is quite often found among the usual suspects. The vast majority of law-enforcement effort is dedicated to the same people over and over and over again.
So if the police get an anonymous tip that "DeWayne have a gun," if DeWayne is a career criminal who has had numerous convictions, odds say that it's worthwhile to check him out....
...and they really don't even need a warrant. Stop him the first time you see him after dark and you can search him on the spot because of the need to insure officer safety.
Why be nervous...