In my normal, day-to-day life, I am at a very low risk of being physically attacked. I think it unlikely that I will ever use my gun to fight back against an attacker. So why do I carry?
I want to have the right and ability to carry, separate from whether I chose to carry on any particular day. This is as much political as personal--I'm more concerned with the right than the few times I go where there is a significant chance of attack. Concealed carry by decent people benefits society--Where concealed carry goes to "shall issue"*, crime goes down faster than average. This is probably due to concern by criminals rather than criminals getting stopped by license holders--This decrease starts with the enactment of the law, before significant numbers of licenses are issued.
Getting the legal and practical ability to carry (Training, license and gear) is the hard part. Once that is done, the incremental cost of carrying on any particular day is very small. The risk that I'll need it on a particular day is also fairly low, but the penalty for guessing wrong could be very high. In many ways, it is the same as a smoke detector--If you thought you would need a smoke detector, you wouldn't stay there even if there were 10 of them. That doesn't mean you don't keep them in your own house. If I need a gun to go there, I don't go.
*Shall Issue is when licenses are granted based on objective criteria, including a clean criminal record, often a training class. "May issue" is when licenses may be issued, but there is no requirement that someone meeting the criteria be issued a license. Instead you have to convince the Sheriff that you are worthy. In some cases, political affiliation, campaign contributions and being the appropriate race are the primary criteria.