First and foremost, to preserve our freedom. Without the ability to defend, there is nothing to stop oppressors, foreign or domestic. 

The term "Arms" refers to any defensive or offensive weapon, Military or civilian, including so called weapons of war. 

As unpleasant as it may be to think of hurting or even killing someone, your alternative may be that you or a loved one is the one that gets hurt or dies during a violent encounter. 

To become effective enough to defend yourself does not require a lifetime of training. The skills and knowledge you need can be acquired with just a couple classes. 

The question that you need to ask is "Will carrying a gun reduce or prevent a violent crime against me?"

Just because something has not been needed so far, does not mean it may not be needed in the future. You have never needed health insurance... until you've needed it.