Highly illegal lots of places with the argument (much like having a baseball bat in your car and using it on someone - "why do you have a baseball bat with you but no glove, cleats, baseballs, uniform etc?"). So... "why do you have a dangerous liquid made for a specific purpose on you and used in a non-labeled manner?" Mace, pepper spray, even bear spray should not do permanent damage to an attacker. Wasp-type spray can blind someone for life. Malicious wounding is a serious felony almost everywhere.