I personally would not see a gun helping me and therefore would be more of a risk for me to have one. I could do something stupid and have it go off, accidentally use it on the wrong person, or make a poor judgment call and kill someone in the heat of the moment.
Assuming that I had enough training, that would lesson the likelihood of such things, but not negate them.
Then there is the issue that the person that is confronting you takes the gun from you. They then assume additional power over you since your power previously relied on the weapon.
And I never understand when people say that the best defense against someone else with a gun is to have your own gun.
Does owning a gun suddenly make you bulletproof?
It is not the best defense, it is the best offense - you can attack from far away - that is it. If they have a gun, you can shoot back - that isn't defense.
The only way I could see a gun being useful is in the case that I mentioned - if the person sees that you have a gun and it therefore deters them.