There are a couple reasons.

First, I was born and raised in South Dakota an, especially back then, guns were just tools everyone had on the farm or ranch. I'm comfortable carrying a gun, just like I'm comfortable carrying a folding knife. They are tools and it's accurate to say that it's a life long habit carrying those tools.

Second, the county I worked in was 90 miles long and a 45 minute response time was as good as it got if you were on the wrong end of the county when something happened, even running code at 120mph on good road. Add in gravel roads, inclement weather, etc and it could be much longer. It was pretty obvious to everyone living in that rural corner of SD, that law enforcement was never going to get there in time to prevent anything.

The only difference in suburban and urban areas is the that law enforcement won't arrive quite as late. But when they arrive, all they'll usually be able to do is give condolences, collect evidence, take statements, write the report and try to catch the guy before he victimizes someone else. In an urban area, 8 minutes is a pretty good average response time, but an assailant can do a great deal of harm in that 8 minutes.

In short, we are responsible for our own self defense - the police will always be there too late.