According to Wikipedia, a 32-year-old man who goes by the name of Philando Castile was shot and killed by a cop who misunderstood Castile for reaching out a gun. The same thing happened to Douglas Zerby, a man who was playing with a garden hose nozzle which was mistaken by a cop for a gun. This shows how paranoid some cops can be and the danger that lurks from carrying this umbrella.
A similar type of umbrella has put a school in New Zealand and a hospital in Washington in lockdown. This is because a man was seen carrying the umbrella and walking around looking like he is about to kill someone. The reason the school and hospital went into lockdown mode is to make sure no one gets hurt and so that the man is identified and captured.