i'm self employed. i sit in front of a computer at home. All The Time. now, i didn't want to invest in golf clubs and don't have a desire to learn the game. i don't need an opponent to go to the indoor shooting range. and i can start or finish any time i choose, in all kind of weather, all year round. and when the weather's bad that's the time i especially need to get out of the house. in the summer i can always go dig in the back yard or something.
some might disagree, but i also think guns are way cooler than golf clubs.
as for defense, i don't keep the gun loaded at home (well, usually have a magazine full of hollow points nearby though). i've never had a break in here. and if i did, i've got a really big axe. and a big hammer. and a couple baseball bats.