Lots of good responses here, duck hunt's makes tons of sense. I think women are usually taught to be nurturing and caring rather than agressive like men. Girls play with dolls, boys play with GI joe and toy guns; well they used to. It's hard to teach someone "not to be food". Most people don't want to believe that something bad can/might happen to them.
Sometimes it takes a close call or an actual incident and sadly sometimes that doesn't do anything to change their minds and they blame something else like guns. I always feel it's better to be prepared and have something and not need it rather than need something and not have it.
It must be remembered that whether you have martial arts training, a knife, gun, stick or whatever, you won't always be able to protect yourself 100% of the time. There's no guarantee that a gun or any other tool is going to help you protect yourself; have to keep a reasonble perspective.
However, I do feel that the former things can up the ante in a person's favor. I guess it depends on what people view what their life is worth. They'll spend thousands on a new SUV but won't fork out a few bills for a gun and some training. What's nice about a gun is that much of the time, it's mere presentation can end a possible confrontation without any physical involvement.
I agree with Miss D in that firearms training should be part of martial arts training but weapons training like knives and sticks is often absent as well and if it's present, it's usually for show. Too often, I see martial arts training as unarmed defense when it should be about saving your *ss any which way you can. If no gun is available, keys, pens, pencils, rolled-up magazines and newspapers, hairbrushes can make for decent weapons and can increase hitting power dramatically. No sense in playing fair when the perp doesn't want to.
BTW, I've found that many joint locking techniques, especially to the wrist, don't work so well in realtime. The immediate response for most people when grabbed is to pull away. Snaking the arm with your arm or grabbing and manipulating the fingers is a much better way to go; it's much easier to illicit pain and pulling away can result in more pain, whereas a grabbed wrist can be easily defeated before pain is applied.
Not to put down joint-locking arts but I've found that unless someone has been rigorously training in them, they are often surprised how easily they can be broken free. If you want to apply joint techniques, give a good shot to the head, eyes, or body first to occupy them and then go for a lock.
Some cool targets are the eyes, nose, neck, facial nerve behind the jaw, groin, knees, ears, top of the foot, back of the hand, armpit, upper trapezius muscle; a good strike or grab these places might just ruin someone's day.