Arm leashes for toddlers

Please tell me what you think about arm leashes for toddlers... I bought one for my son because he is prone to running away and hiding in shops and we can't find him...he doesn't wear it long and we only put it on him when we go to crowded places...yet I've gotten so many dirty looks from people...am I wrong to think of my child's safety 1st? I'm also pregnant so running after him is a no go.