Guns are a contingency. I don't know about how things work in Europe but around here the police can take 30 minutes to an hour to respond to a call, and a lot can happen in that time.
The police system is fine when it works, and I trust it and rely on it on a daily basis, but what should I do if it fails? Hide? Grab a knife, stick, or brick? Same goes for the military. In the event of a disaster, or an invasion, or a riot, I want that contingency.