As a tradition, I could see umbrellas as really bad gear for the military. They don't prepare you very well for battle. First off, your hands probably should not be used to being encumbered by anything that isn't a weapon. Pointy sticks don't count. You'd better also be ready to deal with rain (or worse) in the face without complaining. And waving something in the air is usually not a really good sign that things are going well if you're in the military.

I remember being young and thinking it not very manly to carry one, but luckily I'm now secure in my masculinity (OK, I'm really just to old to care) and have absolutely no problems carrying one. Preferably black.