exceptions to this rule, especially in the american south, are civil rights leaders and similar political activists. Martin Luther King preached non-violent protest but owned guns for protecting his home against the very real threat of violent racists. (there's some interesting writing about this if you look it up. google something like "martin luther king guns malcolm x")
the bigger risk is accidentally killing somebody with a gun, like an "intruder" that is actually somebody you know. or a kid accidentally firing the gun and killing themselves or somebody else, or somebody intentionally killing themselves.
edit: added "but" in front of dependent clause "for self defense"