I carry one because it's like everything else I carry I hope to never need......fire extinguisher, first aid kit, heck I hope to never need my spare tire again.
I've grown up with them though, so i'm very comfortable carrying and shooting them. I shot competitively from 12 to 18 years old and then again for a few years in my mid 20's.
I'm 36 years old and i've never been in a situation that needed it. Doesn't mean I never will, odds are on my side that I won't, BUT if I do i'll be glad it's there.
If anyone is thinking of carrying one and have never shot a firearm before, I highly highly recommend you take a safety course and spend a dozen + hours at the range getting comfortable with it.