When I was 16 I had a 8mm Mauser, and the scope didn't allow the original safety to be used so I used to carry it as the op suggests - uncocked and on a loaded chamber.
That was fine until the day I shot a deer, had a quick reload and didn't uncock it after.
I nearly blew my head off climbing out of a creek using the rifle as a walking stick when the trigger caught a bit of exposed root.
The blast from the muzzle was so close I thought I'd shot myself, and losing hearing didn't help my cognitive abilities any.
I strongly recommend not doing it - you'll be fine until you're not.
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