That’s an interesting way of looking at it. Will have to try that on a gun-shy moron at work and see what happens. His whole argument is “what’s the chance of needing it”.
For most of us, the chance of needing our CC is pretty slim. I'm reasonably sure I will never need it. I am however 100% certain that if I do need it, I will want/need it bad. That's the crux of it for me. You balance the chances of something happening vs the seriousness of the consequences and the available mitigation options and costs.
If a nuclear bomb lands here, I'm dead. Sure, for a few thousand dollars I could build a bomb shelter in the back yard and maybe survive. So even though the consequences are dire (death) the chances vs costs vs probability of success mean I don't have a bomb shelter.
A house fire is very dangerous too, (possible death) yet highly unlikely (not counting wildfires I've only known one family in 40+ years whose house caught fire) but countering that with smoke detectors and a fire extinguisher is fairly cheap.
Etc. etc. There are numerous examples of things we all do to mitigate risk or reduce the seriousness of consequences should something bad, however unlikely, happen.
Having a CC permit and weapon is a counter against unlikely events with serious consequences. So yes, I'm willing to spend some $ and time preparing for it. The upside is it is also a fun sport so I get two for one. Hey, I could go frustrate myself in a bowling alley trying to improve my form and hit the pins. (probably futile) Or I could get the same frustration on the golf course trying to improve my swing (definitely futile). Or I can work on that perfect hand-eye coordination and muscle memory thing trying to put rounds on target. With the added, if unlikely to be used, self-defense role.