Context: We're from the UK.
My wife and I left a meeting in a business park in Phoenix and decided to walk the 5 mins to the local shopping mall, have a look around and then get a taxi back to the apartment in which we were staying (We'd taken a taxi to the meeting).
We were about 2 minutes into our walk when a car pulled up and it was one of the people from the meeting. People in the office had spotted us walking and assumed there was some kind of emergency or our car had broken down.
We had to be very politely insistent that we didn't need a lift to the mall and were perfectly fine.
(I'm from Italy originally).