Better to have it and not need it, then to need it and not have it.
-Gas station robberies could and do happen everywhere at any time.
-Some parts of town can see some strange activity, near campuses thugs are out mugging/raping/shooting people with much regularity (Marquette and UW-Milwaukee campuses are regularly in the news for such events)
-Road rage happens all the time. If some psycho with a death wish gets mad at me for accidentally cutting him off, I'm not losing my life over it. But he may.
-Random random random. Mall shootings, Movie theater shootings, etc.
In Brookfield, WI - an above average income town, we had two mass shootings within a seven year timeframe and less than 1/2 mile apart.
To drive the point home even harder, there are two golf courses that LITERALLY share borders with these two locations. A golf range is less than 1/4 mile away as well.
Any law abiding citizen knows that you don't brandish your firearm unless the intended use is to protect you and yours. Just because you (and I, and everyone that I associate with) care about life and have high moral values, doesn't mean everyone feels that way. Thugs/druggies/psychos could give two sh!ts about you or anything you love if it means they feel disrespected or if you are in their way for something they want.
I don't need you to judge me for carrying the gun, but I may need you to judge me for using it... which leads me to another useful phrase, "it's better to be judged by twelve than carried by six".