Say that for yourself.
I have several friends who have been threaten by armed criminals. Friends who had armed criminals entering their homes, robbing them on the street during daylight, flash kidnapping them at night. I have multiple friends who have been the target of guns multiple times in their lives. When I was in high school I was robbed by a criminal with a knife, in front of the school. And my mother once was surrendered by criminals that waited her get back home, put a machete on her throat and demanded her money.
And important remark: all this happened in a country with draconian gun laws. A civilian bearing a gun on the streets is always illegal. And even civilian legal ownership of firearms is extremely difficult to obtain.

I bet that if my mother was allowed to bear a gun with her all the time, those criminals wouldn't have dared to threat her like that. At most, they would try to break into the house while nobody was there. Same thing's valid for most cases.

Sometimes I make a comparison that's not very popular, but IMHO it makes some sense: individuals bearing guns are comparable to states which have weapons of mass destruction. No single state with such weapons has ever been military attacked. India and Pakistan used to make war, once both got nukes, both got "calm". I bet the cold war wouldn't have remained cold if it wasn't for the fact that both sides had nukes. Going to war against a state which has weapons of mass destruction is almost suicide, even if you're also a state with such weapons. Trying to assault/rob/etc somebody with a pistol on his waist is also very dangerous, potentially suicidal, even if you also have a gun (okay, okay, I know ambushes and alike remain possible but these are premeditated murders, not general for-profit aggression... it's more rare).