But when they know people don't usually have a gun, they will feel less threatened. In general, though, there's a large disincentive to try to mess with someone who is armed as well. If you just start going violent, anyone else who is armed will simply shoot you. Unless you are in the habit of throwing away a lot of guns, they tend to implicate you in the crime. No rubber gloves or whatnot.
Guns have less anonymity than knives, bats, swords, etc.
Again, law protecting private property. Therefore anyone with a legitimately purchased gun could not use it for crime without automatically implicating themselves. This also gives the owner a large incentive to make sure that their gun does not fall into someone else's hands. Otherwise if you are caught at any point in the future with that gun, you will be implicated in the original crime. It's about 10 times riskier to break in to somebody's house when they have a gun.