Where else in this world you see such a high amount of daily shootings and killings? Look at the EU, Russia. We aren't stressing about shit. The worst thing an average-jo will pull out on you is a blank gun. Maybe a machete, if you get lucky enough.
Meanwhile, in US (for an example), even a homeless guy could potentially be carrying at least a tiny 9mm pistol with real rounds in it.
Come to Europe or Russia, live here for a decade. You won't need a gun here. All you need to survive here is a character, a pair of well-trained shoulders and tight knuckles in case if shit hits the fan.
At the end of the day, I don't know whether guns make us safer but they for sure do make us FEEL safer.