I think your comment about a generation gap is valid
A behavior like this, which you probably consider cool and harmless could easily be misunderstood by an official. You run the risk of getting T'd for taunting, baiting, or intimidating behavior. Were I to witness this ritual, I certainly might be uncomfortable with the notion that a team's star players need to be checked for weapons on the floor. I might think that you were intentionally sending a message to your opponents that they need to worry about more than just your outside shooting. It sounds like your coach is really just giving you the heads up that this ritual could have unforeseen and unintended consequences.