A couple friends of mine were mugged @ gunpoint while out on the town. I'd honestly believe that had any of them been carrying a weapon, it would have done nothing to protect them, had it been in one of the purses of the ladies, it would have simply been another firearm in the possession of a criminal. Another friend was nearly carjacked, she didn't have a gun, and the perp didn't have one either (that was visible at least) had she had a gun, she might have "protected" herself from the dude, by opening the glovebox, and putting a .45 round through his chest, instead, she drove off when he opened the door.
I'm sure in some way, having a firearm can provide protection. Maybe if you see the mugger, and attempt to intervene, same time, who's to say that the situation that might have deescalated, may instead end up with a couple people dead on the street? Also, for home protection, do people keep their weapons on them at all times? One friend of mine is pretty handy at getting to a shotgun if you don't knock on his door before entering, but if the pistol is in the nightstand, and you're watching 30Rock in the basement, that pistola isn't going to do a lot of determent in my opinion.