If there's a non-zero chance, then it's worth preparing for if the results are catastrophic enough, according to most models of risk assessment.
But there's also a non-zero chance that your own gun will be used against you or a family member, so that's a risk that a rational approach would try to mitigate, too.
Keeping a gun to reduce your level of risk is only reasonable if the risk reduction the gun provides is more than the risk increase it causes.
It's like putting bars on your windows: is it a good idea? If the main threat you're worried about is people breaking in, then yes. If the main threat you're worried about is fire and getting out, then no.
For the same reason, I also have some survivalist gear that I have been accumulating for awhile (like water purifying kits, gas masks, etc.), which is something that even most gun-nuts think I'm silly for. But I don't think it's silly. It's just risk assessment.
I am fairly confident that I will never need to use any of it, but I would rather have it and not need it.
But even if you manage to establish that a gun will actually improve your net safety (which I'd say isn't the case for most people), there's still the issue of prioritization.
Nobody has infinite resources. There's always going to be stuff that we might like to have in a perfect world but can't because we don't have enough money, time, or whatever.
Where does the net benefit (however you measure it) from a gun rank it against other things?
I mean just looking in terms of life safety, the benefit-cost ratio for a gun, I'd say that for most people, it ranks well below, for instance, a home AED, a residental fire sprinkler system, or never turning the radio on while you're driving.
But where does a gun rank relative to, say, keeping a stock of anti-venom for a deadly snake that doesn't live in the wild where you are, but is kept at the local zoo (non-zero risk, right?)?
To put it another way: if you suddenly got $1000 and could spend it on any risk mitigation or disaster prepping stuff you wanted, what would you buy?
Once you've decided: would that purchase provide more or less net benefit than a gun? If the answer is "more," why would you buy a gun first?