It makes a lot more sense to carry weapons if you live in the US. There's a lot of crazy-ass fascists who will attack you without provocation. Hell, I had a neo-Nazi try to kill me with a tire iron when I was early in transition.
I'm happy you're from a place where carrying weapons is alien or scary to you. But when you live in a police state and the police are more likely to victimize you than help, you have to take matters into your own hands (or your community's hands). Idk, I hope this helps you empathize a bit better with why some people like having weapons.
Trans person here who's been attacked by a neo-Nazi - I really, really wish I had my gun at the time. Because, without it I was in a situation where I either had to let him kill me (not a good option) or pull a knife on him and at least try to seem crazy enough that he knew he'd be badly hurt too. Luckily that worked for me. If I'd had my gun, I could have at least drawn on him and told him that he was going to leave me be or die. My chances of survival would likely have been higher had I had my gun on me at the time.