Eh if you are a supporter go for it, if you're not willing to be associated with the gay scene then avoid it. Those who know you won't judge you. You may get hit on, but they'll respect you if you politely decline and explain. TBH even as a gay man the bands are a bit much for me, might do a face during pride month though.
Random Fact:
A lot of people don't realize the original pride flag doesn't have the same number of colors as the rainbow/ it isn't actually a full rainbow. It's always a great debate/conversation when people see my tattoo. It isn't a direct rip off of nature, rather a representation of the variances in life. This is however because of the price of printing colors, and because the queer community has historically been disenfranchised it wasn't economical at the time to print a full rainbow.