As simple as that, weapons are supposed to be used for both self-defence and leisure. Of course there will be aggressors or perpetrators around, so you'll definitely want to have a gun to defend yourself.
It's all about self-defence and to mitigate an aggression, whether it's from the State or a person, your odds raise considerably if you can fight toe-to-toe against an aggressor.
Instead of your life being in the hands of the other person, which has the powers of judge and executioner, your life will rely in your own actions.
Which one is better? In my opinion, the latter, undoubtedly.