Maybe the people who should be afraid of concealed handguns are the criminals who might be shot by them. That's the whole point. Defensive gun usage statistics are sparse whether due to people being scared to report what may be seen as a crime on their part, or it not being a tracked statistic in their jurisdiction.
https://www.forbes.com/sites/paulhsieh/2018/04/30/that-time-the-cdc-asked-about-defensive-gun-uses/