I sometimes do that, I used to do it a lot more but I'm more picky about which knives I will try it with these days, just out of an abundance of caution and a desire not to have a thumbstud snag turn into a fillet'o'cheek or anything. A Native lightweight is pretty much exactly the right kind of knife to wear like that, it has enough butt above the clip to work with the retrieval process, it's not too long so it shouldn't interfere with your sitting or anything, it has a strong enough closing bias and a lack of things to get caught that it likely will never start opening without your involvement.