During the Civil Rights movement in the south, Rabbi William B. Silverman stood up for the rights of blacks. Some racists threatened him and his children. Instead of backing down or running away, he got a .38spl revolver (and became a deputy sheriff), and drove his kids to school every day vs. having them ride the bus; no one touched him.
From a practical perspective, is it a bigger sacrifice to change your name, give up your job, and go into hiding, or to spend a few thousand dollars becoming credibly able to defend yourself with a firearm?
You sound like you would, I know I would, but there holds a large body of people for whom that is just not an option they would pursue. Those with a doctrine of non-violence, turning the other cheek, etc., are the people I have in mind.
However, owning and carrying a firearm is a great defence against muggers and burglars, but a lousy defence against assassins. The thing about gunfights is that the guy who shoots first has a huge advantage.
John Hinckley Jr was neither particularly competent nor particularly sane, but he managed to shoot Ronald Reagan and not get shot himself despite the fact that Reagan was surrounded by quite a few armed guards at the time. And there was another president who got shot by some random bozo in a good hiding place, whom I shall refuse to mention because this is the internet and you just know it would immediately summon a horde who want to discuss their conspiracy theories.
Basically, if I had people actively trying to assassinate me, the simple act of carrying a gun would probably only increase my confidence by a few percent.
Non-law-abiding potential-assassins aren't going to have difficulty becoming non-law-abiding armed potential-assassins. Armed but historically fairly incompetent assassin vs. somewhat trained, alert, armed target has a lot better odds for her than vs. an unaware target. She would get more value out of training than the weapon itself, in that it would allow her to spot threats, but there are definitely situations where then being armed would be the best response to a threat (particularly in the hope).