Let's think about seat-belts for a moment. Most of the time, by far, you didn't need to wear a seat-belt, because crashing is so very unlikely (if you pay attention, that is). Let's say that there's a 99.93% chance that you won't be in an auto accident each time you go out. That means that on average, once in every 3000 times you travel by car, you will have an accident. And you only need it to happen ONCE for everything to be changed forever. You could be dead, or suffer fates worse than death (very severe handicaps). If you had only bothered to wear that belt. But then, how do you know when to wear the belt and when not? After all, car accidents can be surprisingly random. Safest is to wear it all the time. Most people come to that conclusion that I know at least.
Now imagine the same thing for guns. Yes, it is very very improbable you will need it most of the time. And yes, perhaps you can somewhat see that the risk in some places is higher than others - but still these things are so unlikely, and random when they happen.
If I lived in the USA, I would get a gun that I shot well, that is small and light enough that I could always carry it with me. Shot placement and reliability are by far the two most important factors, so going for a less powerful cartridge is a logical choice - after all, it is far better to be armed with a .32 ACP (for example) than to have left your .40 at home. I would also keep a larger firearm at home or in the car if such a thing was possible, while still having that constant smaller one on my person.
Edit: Thought of a small analogy: I have a swiss army knife. Small little multi-tool thing that comes in very handy, very rarely. I try to always keep it with me in my pocket when I go out, and keep it near me when I'm at home. The thing would be nearly useless unless it was there during the infrequent times I did need it.
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