I think all dwarves should probably carry knives, daggers, hatchets and other small weapon-like tools all the time. In some historical cultures, just carrying a knife around all the time was considered completely normal. It's a handy all-purpose food utensil, useful tool in all sorts of situations, and greatly increases your chances of defending yourself from wild animals, muggers, or whatever.
Dwarves will compulsively cover every part of their body with clothing and refuse to get rid of it (until it literally falls off)... why not make the handy knife part of the dwarven dress code?
Besides... what sort of half-wit would wander all the way out to a remote fortress, likely beset by all sorts of strange creatures, and not expect trouble? A migrant worker colonizing a new settlement in the world of Dwarf Fortress would have to be naive indeed to have no means of defending himself.
Of course his own survival is still his main concern, and discretion is the better part of valor. Dwarves shouldn't become needlessly aggressive just because they have weapons; they should just use their knives on the off chance they get attacked by animals or other (tantruming/berserk) dwarves.
Might also reduce the incidence of hunters strangling groundhogs with their bare hands.