Because you make it sound as if you live in a lawless crazed war torn anarchistic society. The odds of someone coming after you with the intent to kill you is pretty remote, and if they do want to kill you, they will. On the other hand if you find yourself the victim of a crime, you still may not be near enough to your gun to offer any real self protection. The whole situation sounds like people are just afraid and get some type of false sense of security from owning a gun. Statistics show that during a crime being committed, you are more likely to be seriously injured or killed if you have a firearm, so rather than offering protection, it actually increase your chances of being seriously or fatally injured. It actually offers less protection, not more.
As stated in the video, this country was bred from violence. Look at what we currently do...WAR. Our economy runs on WAR. And as I'm sure you know we lead the way in almost everything violent in comparison with other western countries. So it shouldn't come as a surprise that it's citizens would like to feel safe and have security.
And btw, that's not true. Those stats didn't show that. They showed that if the person wasn't properly trained, it didn't make that big of a difference whether they had a weapon or not. That sense of security is not false. It's called peace of mind. In addition, having it is better than not having it, it's up to you train as much as you'd like. There are so many stories of people getting robbed and once the burglar hears "click, click". or realize the homeowner is armed, they leave.
Finally, knowing all you do about the evils of our government, you'd be a fool to not want to be armed.