It's just a different mindset. People carrying don't have to be fearful or stressed out like you assume. They just want to have the ability to defend themselves or loved ones. Police simply cannot protect everyone all the time and violence is a thing that can happen sometimes. Violence certainly doesn't happen all the time but many people prefer to carry and not need it then need it and not have it.
The people who are actually a danger are still going to be dangerous regardless of how unarmed others choose to be.
Maybe you feel like you can depend on your police or your local criminals are less violent.