In my experience, those individuals who carry do so because they very consciously do not want to belong to the class of citizens that is inherently helpless — totally reliant upon the state to protect not just themselves but their family, friends, and neighbors. If the choice is between protectors and protected, they choose to be protectors.
This identity is often inseparable from the notion that there is no set of government policies — no utopia — that can eliminate from human society the need for immediate protection. People can and will try to hurt others — using whatever means immediately available — and it strikes us as utterly reckless to be unprepared for this reality.
The protected class has a different view. The protected class is a dependent class — not economically dependent of course, but dependent on the state in perhaps a more fundamental way (for their very lives) – and like members of other dependent classes, they are terrified of flaws in the state’s protective apparatus. Walled off from gun culture, they read the occasional, aberrant story of (legal) gun-owner stupidity or recklessness and cower in fear of a nonexistent threat. (While of course blithely sending their kids off to far more dangerous activities, like swimming in neighbors’ pools or riding in neighbors’ cars).