I don't own a gun, but plenty of people I know do and a good portion of my fiancé's family are pretty protective of their gun owning rights. I notice the OP is from England. I went to England on a Study Abroad. The biggest thing I noticed as different was the lack of menace and fear from other people while I was over there. Here, you go into a city and anyone who isn't known to you is a potential threat - of varying size (elderly lady with a cart? minor threat, might yell crazy things at you, might do nothing. group of young men looking aimless? mid-level threat, could be armed and dangerous, could be highschoolers on a day off just figuring out what they want on their pizza). Higher here, overall. I took the same sense of evaluating over to England with me and... no one was ever doing anything menacing enough for me to trigger a "fight/flight/avoid/engage" response.
I think, and this is just personal opinion based on observation here, the urge to have a gun to protect yourself here is higher because the odds of the people you're most likely to need to protect yourself from might have one are much higher, given the availability of guns all around. Being physically strong or good at fighting if you have to be isn't enough if what you're facing down is a firearm - gotta have a firearm to even that out.
I don't agree with it, personally. I think we (as a species) should keep the killing devices out of reach because we clearly haven't matured enough not to use them on each other just yet. That's a little philosophical for most people, but there it is.