In my opinion, it goes something like this: "Do as you will, but be prepared for any and all backlash."
So, in the case of religion - sure, you can be open and honest about everything you believe, etc. But if someone is keen on challenging you, then you need to be ready to defend yourself, display your rationalizations for doing as you do, or believing as you believe - especially if you are the one who brought it to their front door.
And in the case that you aren't ready to defend yourself, or you don't have those rationalizations and good reasons shored up for that defense, then the best thing you can probably do if you are worried about reprisals is keep it to yourself.
It isn't about telling you "you can't do this" - it is about making sure you are prepared for the pushback you most certainly will encounter if your activities or beliefs are probable to be judged unjustified.