It's naive to think of oneself as strong enough to self-protecting. I know there's a certain appeal in the lone wolf myth that speaks to the (mostly male) psyche. But never in the history of mankind has it been the winning strategy to be strong and independent.
Since we were apes in trees, our security has relied entirely on a strong net of social bonds. Cooperation is the strongest force multiplier, and no matter how many guns you have, you wouldn't have chance against even against a small group. Laws are nothing but a formal manifestation of group behaviour.
Then, there's the attacker-defender asymmetry: defending yourself means defending yourself 100% of the time. There is no middle-class home in the US that I couldn't get into if I really wanted, nor are there any non-famous people that I couldn't kill with a bit of dedication.
It wouldn't be possible to protect against such threads without the rule of law. And even if it were, it would amount to a giant collective waste of resources. Personally, I also don't want to think of any stranger as a thread, but that's what it would require.
Honestly, the latter. I don't believe laws prevent thieves from breaking in, nor do they keep honest people honest. I don't really buy the deterrent theory of law in general, anyway: law exists to punish in a civil and orderly fashion, not to deter.