This is like claiming people get in car accidents during every single driving trip, because accident reports fail to ever mention drivers reaching their destination safely and without incident.
Of the crimes where the victim was present, using a gun or another "weapon" led to roughly the same outcome:
> Of over 14,000 incidents in which the victim was present, 127 (0.9%) involved a SDGU. SDGU was more common among males, in rural areas, away from home, against male offenders and against offenders with a gun. After any protective action, 4.2% of victims were injured; after SDGU, 4.1% of victims were injured. In property crimes, 55.9% of victims who took protective action lost property, 38.5 of SDGU victims lost property, and 34.9% of victims who used a weapon other than a gun lost property.
There's nothing magical about guns: seems that using a baseball bat is just as effective and poses fewer risks in other regards. Hence the title: "not more effective at preventing injury than other protective actions".
> The person mugging you surely realises there is a possibility you have a gun and will shoot the moment he/she thinks you are pulling a gun out.
There's a study bearing this out:
> Results. After adjustment, individuals in possession of a gun were 4.46 (P < .05) times more likely to be shot in an assault than those not in possession. Among gun assaults where the victim had at least some chance to resist, this adjusted odds ratio increased to 5.45 (P < .05).