The only scenario where things start to get ACTUALLY dangerous is you pulling out a weapon and suddenly you’ve gone from a 5/10 situation to a 10/10 situation where everyone is liable to panic and do something stupid. You’re about to go from a bad day to maybe your last day here and for what? There is just no point in that story where adding another weapon to the picture improved things at all.
On a side note, I think there is a LOT to be said for having a strong sense of situation awareness and how to do risk management on the street. I spent a good amount of time years ago living in Nairobi and I was one of the few people in my circle of friends who didn’t have a gun in their face at any point. I’m not trying to say I’m somehow special, I think that can happen to anyone but I wish people didn’t have their entire personal security model centered around having a weapon because it’s actually a really shit plan in real life.
Edit: I don’t know if you’re familiar with Robert Young Pelton but he is a war correspondent wrote a book called the worlds most dangerous places which is part adventure travel guide and part how to stay safe in actually honest to god dangerous places and situations. He just started a podcast based on that book and I think you might get something out of this: https://youtu.be/3dhh5_oJsqQ?feature=shared