I grew up in Chicago. Yes, some people - good people - carried guns on occasion. The smart ones did nothing to attract police attention.
By way of background, my next door neighbor was a police officer, as was one of my uncles.
As far as I know, neither knew the other - and yet on separate occasions they told me that every year there were a number of fatal shootings in which the deceased a) was shot at very close - sometimes contact distance - range; b) was shot while facing the shooter; c) had a history of violent crime himself; d) was not mutilated, robbed, or otherwise disturbed by the shooter. (other than being shot.)
General consensus among police is that these were cases of muggers or rapists who experienced a catastrophic failure of the victim selection process. Unless someone came forward, these cases remained unsolved, as police didn't look for the shooter very hard . . .
To be kind to your enemy is to be cruel to yourself - Sun Tzu