I guess it depends on where you cruise, but we personally would NEVER wear anything to affiliate us with the military on foreign soil. Even so, we are not allowed to wear the uniform off-base even if driving straight home!
The security issues that exist in many foreign cuontries simply do not exist on cruise ships. By all means, go ahead and wear the "mess dress" uniform!
Those of us who work in sensitive positons obviously need to be careful what we say about our work. When people ask what I research after learning that I do research and development, I sometimes reply, "Absolutely nothing that we can duscuss in public!" It gets a good laugh and usually brings an end to the line of questioning. Another good reply is that "I work with various advanced sensors, like 'eye in the sky' satellites and such. I'd like to say that it's not rocket science, but it really is!" At that, most folks condlude that it's probably over their heads -- which it also realy is....