while i appreciate what you are saying that education can allow you to get past a fear.... i am afraid of guns. i was shot with a .22 when i was 12 years old and BECAUSE i was afraid, i moved over, away from the boy pointing the gun and the bullet went thru my arm. had i NOT been afraid, i suppose it could have gone thru the middle of my chest. i am not sure taking a course or practicing firing a gun would be of any benefit to me. i am afraid of skydiving and have no interest in jumping out of a plane, therefore i won't go do that just to get past that fear.
i think i would be more willing to consider people's need to "protect themselves" by packing heat if i heard about someone walking in to shoot up a place and a law-abiding, gun-toting citizen saved the day. does that happen and it just doesn't make the news?? i can barely keep track of my phone and my keys.... i would never want the responsibility of managing a gun while trying to get thru my day.
as for OP, some people are worriers. that is how they deal with uncertainty. they want to believe if they consider any and all things that could go wrong, they are "prepared". i live in the biggest city in our country, 3rd (4th?) largest in north america. certainly shootings and violent crime are on the news every night. i live here and am raising my children here. i know many people from small towns that are afraid to come to my city when their favourite band is in town. however, i suspect telling someone their fears are ridiculous never really helped anyone "get past" anything.