At a summer "Shakespeare in the Park" type of event up here in Puritan Massachusetts, it seems totally appropriate to bring some wine along if you like and judging from the throngs of people around me, many people agree. It's not "freely" in the sense of "you can't get hassled for it", but it is "freely" in the sense of "you likely won't get hassled for it" which is probably what GP meant.
This is the American mentality - it's accepted that you will break the law, because it isn't being law abiding thats important, it's not getting caught. It's quite a different attitude to many places in Europe, where obeying the law is the default.
I would argue that it is not really covert as brown bagging for public consumption is a well known social convention. Most Americans (especially those enforcing the law) know or assume that when you are obscuring a bottle with a bag and consuming from that bottle in public, you are consuming alcohol. It is not much more covert than not placing the drink in a brown paper bag.
But you can't _not_ use the bag, that's the point. You know they know it's alcohol, they know you know, etc., yes. But you still have to pretend. I find it a substantial difference to be honest.