Why do I carry? For the same reason I have a spare tire in my vehicle. Problems, at least in my area, are pretty rare, but they do happen. So it's better to have a tool and not need it, than need it and not have it. I'm one who tries to be prepared for about anything.
I keep cold weather gear and drinking water in my vehicle too, even though this is a warm desert climate. About 10 years back me and my girlfriend were 4 wheeling late at night and the steering linkage on my truck broke, leaving us a 6 hour hike out. It was cold that night and the warm clothes came in handy, as did the water, flashlights and spare batteries.
You never know how bad you'll need something until you need it and don't have it. When it comes to self protection, not having it could mean the difference between life and death.