One thing is, you cannot hide the fact that you win big, at least, not in a split second. Also, in a plus count, you are betting your max bet, which presumably is more than most other players are betting. The chips are on the table; they attract attention; anyone wanting to know who the big winners are can quickly scan an entire pit in no time. Converting excess chips to larger denominations and pocketing them is one way to keep a lower profile. Normal rat-holing helps as well.
When I win a sizable amount, I am like my basic training drill instructor who had seen combat action. Years later, he still could not walk down the street without continually shifting his eyes and turning his head to check behind him. Talk about paranoia! But it is protective to be constantly aware of everything around you, 360 degrees around you. You can't take action to save yourself if you don't see it coming.
Also, someone mentioned a confident gait and a demeanor that says you aren't going to be an easy mark. Would-be robbers are constantly checking their intended victims for signs of weakness; don't show them any.
And it goes without saying, don't put yourself in compromising situations, like walking down a long, isolated corridor, or walking the Vegas strip or Atlantic City boardwalk at 4 am, or getting on an elevator with a couple of guys who look like thugs.