There are several reasons to carry a (loaded) gun...
1. If you find yourself in a fair fight, your tactics suck.
2. I carry a gun because a cop is too heavy.
3. When seconds count, the cops are just minutes away.
4. An unloaded handgun is essentially a rock.
5. An unloaded rifle is basically a stick.
6. An armed intruder carries a gun to eliminate witnesses to his crime, an armed citizen carries a gun to lengthen those odds.
7. An armed outlaw will kill an innocent unarmed man with monotonous regularity.
A reporter did a human interest piece on the Texas Rangers. The reporter recognized the Colt 1911 sidearm the Ranger was carrying and asked him “Why do carry a .45?” The Ranger responded, “Because they don't make a .46.”
An old sheriff was attending an awards dinner when a well dressed, high society lady commented on his wearing his sidearm. “Sheriff, I see you have your pistol. Are you expecting trouble?” “No Ma'am,” he replied. “If I were expecting trouble, I would have brought my rifle.”
I once heard a lady asking a family if I they had a gun in the house to which the man of the house said, “yes.” She said, “Well I certainly hope it isn't loaded!” He said, “Of course it's loaded, it can't work without bullets.” She then asked, “Are you that afraid of someone evil coming into your house?” The reply was, “No not at all. I am not afraid of the house catching on fire either, but I have several fire extinguishers, and THEY ARE ALL LOADED just in case. I'll bet yours are too.”