I wonder the same thing about people who do carry guns. The only reason I come up with is that those that carry see the world as a much different place than I do, perhaps darker and more sinister. If you believe anybody can be a threat, than everybody will be a threat. If you believe that threats to you are a low probability, why the need for a gun? If you believe that threats to you are a high probability, a gun would seem like a necessity. So I think the difference between most people who carry, and those who choose not to, is how we perceive the world around us.