No one's addressed the elephant in the room, at least for those of us in the U.S., and that's the Second Amendment..." A well regulated militia being necessary to the security of a free state, the right of the people to keep and bear arms shall not be infringed."
This supports the saying of "the people shouldn't fear the govt, the govt should fear the people". Depending on how one interprets our Second Amendment, it's our right to keep and bear arms, with restrictions. Now, there are places where one can't carry a firearm, like most Federal buildings (post offices, court houses, etc), schools, banks, etc. And there are states that further restricts where one can carry, usually by posting a sign that says no firearms allowed. But for most with a conceal carry, that doesn't matter (i.e. that's the purposes of "conceal" carry). There are states that restrict the actual types of firearms you can have, as well as ammunition capacity. CA is one of the worst, and several of my firearms that I have in VA would not be allowed in CA. And there are even those in the legal world that believe our right to keep and bear arms stops at our property line. So there's far from being a "universal" understanding and application of the 2nd Amendment.
I was in a mall one day, wasn't carrying, but there weren't any signs that prohibited carrying. So I asked a couple of police officers who were there about this. Their reply was this. Yes, there aren't any signs prohibiting carrying, but if I was carrying and a merchant asked me to leave, and I didn't, I'd be guilty of trespassing on private property at that point, and the cops would have the legal justification to escort me out of the mall. Virginia is an open-carry state, but I prefer to conceal carry. And yes, I've concealed carry in a movie theater several times. I myself don't particularly care for "gun free zones", so I try to avoid them whenever possible.
It's not the police's job to protect you, that's your job, and yours alone...