Legalities aside (see the tag line in my signature), I think you did the right thing. His stated intent was to steal your property, possibly harming you in the process. Was he armed? You weren't sure. Did he stop advancing when first warned? No.
In most states, you can't draw your weapon unless you feel you are in imminent danger of bodily harm or death. Also, in most states, you are not obligated to "retreat" from your position, wherever it might be. Sometimes there's also a clause that states something like "what a reasonable person would do".
Were you in danger? Only the perp knows for sure. Are you alive and well with your property safe? Yes. Bottom line. The fact the police haven't followed up on it tells me a lot.
Moral of the story: Keep driving rather than stop in a questionable area. Running out of gas on the interstate may be favorable than pulling off in a bad spot. Make sure all of your SD devices work, including your cell phone. And lastly, throw that GPS away and get a new one!