You are right however, you are never 100% safe, but the farther from home you hobby, the better your odds are going to be.
No story is ever going to protect you either. People sense desparation immediately and even if you do somehow come up with a plausible explanation (My insurance agent?) people will still suspect - it's just human nature.
Maybe the best thing to do is go the opposite field with it:
"Pretty sexy probabion officer, eh?"
At least that will throw them off base for a while.