There is only a couple of places that guns are not allowed. And as of February 20, if Kevin is right, that law will be changed. At least for the national parks.
Short afternoon ride, I don't worry about it. For example going out to Antelope Island, which is a state park. You have to stay on the loop trails. So you are rarely more than a few miles from your truck/trailer. You have cell phone service most of the time, And if you don't have service, just climb the hill. The trails are easy, so chances of a horse getting hurt are slim. No need to worry about having to put a horse down. If you did need to, the ranger would probably be right there to help out. And he can drive his vehicle on all the trails.
But when I ride back into wilderness areas, Where It's an ALL DAY ride to get back to the truck, Where it's an ALL DAY horse ride and then a hour or two truck ride before I'll get cell service, I'm on my own, There is nobody that can come and help. In those sitituations, You need to be able to take care of things your self.
I'm not worried about strange people, I'm not going to pull a gun on a stranger. We are in the Wilderness, not a bar fight. Chances are conversation with strangers will be about fishing or the color of fall leaves, not hey give me your wallet. The biggest confrontation I've ever seen in the back country was tree huggers complaining about us having horses in the back country. And I'm not going to escalate that to a gun fight.
Most animals I don't see as threats. I had a grizzly charge us in Alaska and at the time I wished I had a gun, But we didn't and the bear backed down, in hindsight, I suspect shooting that bear would of got us killed. There is just no way you can kill something that big with pistol, At least not fast enough to save your own skin. I had a moose tree me once, and had to spend 20 minutes up a tree while she did a dance on my pack. Maybe a loud gun shot, would have sent her running. But I would have never shot her.
When you ride horses in country like this, There is no help, and things do occassionally happen.
Here we are cleaning out the eyes and ears of horse that went down in Quicksand. If you can't get the horse out of the quicksand, Is it best to just leave him to die?