If you're carrying a gun, you should be carrying pepper spray. Period. It's cheap and it's usually effective, and it gives you an intermediate option which you need.
There are quite a few citizens that have successfully and legally defended themselves while carrying a firearm without carrying pepper spray.
I can see how pepper spray or some other less lethal option would be vital part of an leo's daily equipment. A leo might need to take an unarmed, large, belligerent shop lifter into custody. The average Joe has the option of backing off from the shop lifter and being a good witness. I'm sure there are some circumstances where a weapon like pepper spray would be a good option for a non-leo but we should remember that using a less lethal weapon on someone is legally acceptable only under narrow circumstances. It's also true that using lethal force one someone is also only acceptable under narrow circumstances but those circumstances are dire enough for me to carry firearm.
For me, having a firearm I'm trained with and having some hand to hand training are higher priorities than purchasing, training with and carrying a less lethal weapon like pepper spray.