Being aware does not necessarily mean one needs to give off that vibe. It does not even really mean being on the lookout for a potential threat. It just means being alert to your surroundings and noticing the details. Quite honestly I maintain my awareness at all times and I am rarely in a crowded environment.
Yes, I'm sure that you are aware at all times. However, your awareness in a crowded subway would be a very different thing, when your nose is two inches from someone's back and you are surrounded on all sides by other people who are equally close to you, if not more so.