I wouldn't because it's safer not to. The stats are really clear. If you try to use your own weapon for self defence your likelihood of being shot dramatically increases.
That's not true at all.
There are two main ways of looking at the statistics. Both have their error rates. The first is to look at people who died by a gun who own a gun. This tends to lead to false positives, as it includes (for example) people who buy a gun but don't use it, as well as people who buy a gun because someone threatened them - they were going to end up shot anyway.
The second approach is to look at people who die by their own gun. This leads to false negatives, as there are indeed cases where drawing a firearm escalates a situation where there would not have been a homicide.
In addition to going with data gathering that includes false positives, the anti-gun crowd tends to lump in suicides in the "firearm deaths" statistics, which leads to more false positives (cases where people were going to kill themselves anyway). They also like to compare only "odds of dying from a firearm" between owners and non-owners, which is of course higher, for exactly the same reason that "odds of dying from a car" is higher when you own a car. The problem with this approach, is that it does not include the chance of self-defence, so it's impossible to have any other outcome. Even though the odds of dying may be lower, the odds of dying from a gun go up.
Recognizing that, even using the pessimistic numbers, you're still almost certainly safer with a firearm than without. Here's why:
In the US, if you are not a 18-25 year old black male, you are actually safer with a firearm than without. That single segment is responsible for a huge portion of both homicide victims and perpetrators.
In addition, there's also the matter of training. Parents who own pools are more likely to have their kids drown (unsurprisingly). Parents who teach their kids to swim are less likely than those who don't, even if they own a pool (also unsurprisingly). Likewise, the firearm statistics include people who carry that are stupid and untrained. Don't be one of those people, and your odds get even better still.
Likewise, if you have children who don't know how to use firearms, keeping loaded guns around the house makes negligent deaths far more likely. If you don't have kids, you're much safer.
On top of that, whether or not you are safer depends on whether you are likely to be a victim, and how strong you are. My 85 year old grandmother (for example) is not in a position to defend herself from a violent attacker. She has no children in the house whatsoever. For her, a bedside firearm is far, far, far more likely to defend her than to be used against her, as she's already in a position of weakness to any likely attacker.
I prefer to defend myself with gun control and a more equal, fair society
So, you prefer rule of the strong and the many. Good for you. Some of us have been assaulted (and have family members that have been, too). What would you say to rape victims - "just sit back and let it happen"? Scream, and hope he gives up? Guess what, he didn't.
On balance, that seems to work better than the American model.
If you subtract the black population, the firearms homicide rate is on the higher end of Europe. If you subtract the Hispanic population, the rate is closer to the low end of Europe.
The US doesn't have a gun problem. It has a minorities with guns problem.