I just did so this weekend. I know i'm not planning on carrying my gun, so I just said I wanted whatever was the best hollow-point ammo for self defense. It didn't raise any flags with anyone.
A bit weird to be replying to a comment from six years ago, but to any lurkers who might be worried about this kinda thing, pretty much this.
Hollow point ammunition is commonly used for self-defense.
Also to everyone who's too worried here, as long as you don't come across as dangerous or "crazy", they don't care. They're salespeople. They see guns as tools. Unless you, once again, come across as someone who's going to use a gun to hurt other people, they aren't actively looking for a reason not to sell to you or help you out.