Do you think, maybe, that the kind of people that carry guns...I don't know, might have a good reason sometimes? And that reason is why they are more likely to be shot than the having a gun part is? Like the guy working at the pawn shop in the shady part of town taking the days cash income to the bank. Or the jewlrey store owner. Or the hundreds and hundreds of other situations. I'm not saying it makes up all of the "four times more likely to get shot" part, but I bet it goes a long way to that end.
And I'm pretty sure no sane person has ever said that a woman having a gun is the ONLY way to be safe.
That would actually make for a very interesting study.