Sometimes it can increase the likelihood of them killing you.
For example if they were just gonna rob you and then suddenly you have a gun pointing at them and they react to it.
I'll admit that in individual cases people can gain from having a gun. However I think the total effects of a lot of people owning guns does not make the public any safer... it rather has the opposite effects.
Ambrocious nobody invades you because you have the strongest military in the world... not because the public has guns.