I've read that there's no evidence that carrying a gun decreases likelihood of injury during a crisis. People have also self-reported feeling relatively more anxious, and even experiencing hypervigilance, when they carry guns in public. So the gun doesn't even make them feel safer. 

Gun owners are more likely to use their gun on themselves than they are to use it in self-defense. You can wait 8 months for a therapist to have an opening for you here, but you can buy a gun in a weekend. That's not safe.