It certainly is not ridiculous to think about the possibility of having a bad result from a weapon use event. It’s that careful thought that is most likely to keep you from having that bad result.

For most thoughtful folks, carrying a gun moderates impulsive behavior that might end in a bad result.

For a few folks, carrying a gun releases their inner fool.

It’s the latter that most commonly get themselves into trouble using a firearm.

Insurance is an option, but requires much more through analysis than the average consumer is likely to devote to a decision to buy a particular policy. They often pay only in limited circumstances, you often have to advance your expenditures then chase the insurance company for reimbursement. For most folks, the coverage is of limited benefit. Keep in mind that the folks selling and advertising such insurance aren’t doing so out of altruism: they’re making money at it.