Tell us, why do you carry a gun?
Short and possibly flippant answer, because a cop weighs too much.
Longer and more useful answer, because things happen and when it does the odds that a cop or such will be right there is vanishingly small. Sure, you can call the police and should do so. However, even under the very best of conditions it will still take them minutes to get there in a situation where seconds count. Do I have pretensions of being some super bad ass who will take on terrorists and vanquish evil? Don't be silly. I hope I could acquit myself well and have practiced with that in mind, less for terrorists (highly unlikely to ever happen) and more for mundane things, but still.
I have a fire extinguisher, but I am not the fire department. I have car insurance as well, and hope I never have to use any of these things. Yet, if I do I hope to be as prepared as one can reasonably be for such a thing. One could ask why you don't, if I may presume so much, carry one and be prepared as well. One could ask that, but as far as I'm concerned it would be rude to do so as if you don't I presume you have what you feel are good and proper reasons and I would not presume to judge anyone for doing so or not doing so. It's a personal decision and should remain such.