Hmmmm....... several points. First, that's such a nice, small light.... why not just put it in your pocket? You might be surprised at how quickly you get used to it being there.
But, if that isn't an option, then why not carry it on your belt? I've been around video and audio production for 25 years..... and everybody either has stuff on their belts.... or.... they have a fanny pack type deal, sometimes worn to the side, that they put stuff in. It's all about functionality and having the stuff you need, when you need it.
Then, of course, at first.... anything new and different is a little weird to most folks.... but after a time it becomes the norm.... and trust me.... the very first time somebody needs a light for something and you whip that puppy out.... you will be "the guy with the light".
So..... the moral of the story is..... don't worry about what other folks think.... wear it on your belt. If you've never had an EDC you will be amazed at how often you end up using it.