I would. But if I felt it would be inappropriate or too "flashy" to be seen wearing or carrying bike gear, I would lock my helmet to my bike at the parking lot and change shoes before leaving the bike, plus put on a scarf or jacket or something more neutral. I've ridden my bike to a funeral and did just that.

My take on it is that it's nobody's business how you choose to arrive at an event, but it's not appropriate in all settings to wander around in sporty or attention-grabbing gear.