I've never been asked not to vape but I also use the common courtesy rule. I try not to exhale in other people's faces, but if the wind picks up a cloud I'll try and send an apology along with it. So far I've only received, "No it's actually not as bothersome as smoke," (from my father) and "That actually smells pretty good, what flavor?" (from people who are slightly educated about vaping).
I'm of the firm belief that you shouldn't vape where you couldn't previously smoke, because at that point you're reinforcing a habit that you didn't previously have, associating new things with nicotine.