Look mate, if you honestly feel there is a threat where virtually no
threat exists, you're simply paranoid.
According to the CDC you are at far greater risk of being killed by eating
at McDonalds.

The only thing is there are threats out there. Do or would you let your
small child wonder around a major shopping center? Or are you too paranoid?
There is very little threat but there is enough threat that most people
won't do it.

In most cases there is not enough threat to feel the need to carry a weapon
but there is always a threat out there. Example, if you ride the train to
and from work every day the odds are you'll never face a life threatening
situation. But there is always that chance the car on your train is the one
that some mentally ill person decides that the voices in his head is coming
from and if he kills every one in that car with a machete. Even if you are
in that car the odds are that you will not be one of the first people
attacked, meaning you will have a chance to run. For most people these odds
are enough, for others they like having even more odds on their side and
they carry a weapon. That weapon may be in the form of themselves via
martial arts training, pepper spray, a stun gun or a firearm.

I don't know a person who has needed to use any concealed weapon to protect
themselves. But I know many who carry them.

As I have said before just having a weapon saved my sister from being, at
the least, raped. I don't consider the weapon being used because no shots
were fired.