In Europe, I grew up in one of the worst neighborhoods of my city during the years where crime was rampant. Half of my elementary school classmates had one or both parents in Jail for drug offenses. I learned how behave, when to keep cool, when to run, when to call the cops. Being in Europe, I saw plenty of knives, but never saw a gun until I joined the army. Outside the army, never ever it occurred to me I needed a weapon.
As I grew up, I travelled a lot, often in sketchy areas. I had a few bad encounters that I managed by keeping cool and eventually losing a few dollars and a camera. In hindsight, if I had a gun, some of these encounters may have ended with myself or someone else killed or severely injured, definitely not worth the cost of a used camera.
Only in the US people is obsessed with guns for self-defense. Maybe some of these are beta-males, fundamentally insecure, that need a gun to prove they are manly; or maybe there are so many guns around that he chances to be shot are way higher than everywhere else. Dunno.
Anecdotally, the first time I got really scared by a gun was in the US, when my 5-year old run towards me with a loaded gun that someone just forgot on a Starbuck chair.