Honestly, I think a lot of non-US may have kind of a skewed view of what life in the States can be like. Granted, I actually lived in the murder-capital of the US growing up (I believe that "honor" now resides in Detroit or Flint, MI, correct?), but you honestly had to be careful every second of the day. There are a lot of places where they actually openly advise women to only walk from their car to their apartment while it's still daylight out. And honestly, things are only getting worse, and they're getting their quickly.
Speaking for myself, I actually live in a decent neighborhood now, and have for a few years, so I never really considered owning a gun; I've known too many people I went to school with get shot, so I figured I was better without one. That mindset came into question last year, when some guy tried to break-in, when it should've been obvious somebody was there. I yelled out at him, grabbed a knife, and called the cops. Logically, I still probably don't need a gun (and for the record, I still don't have one), but when you're actually faced with very real danger, anything less just feels inadequate.