Maybe it's different for men, but I've never been in a situation where a weapon would have helped, and that includes the time a man pushed me down an alleyway and pinned me to the ground**. I have walked down a dark alley with the most solid object I was carrying in my hand for defence, but I'm not cycling like that, and I can't imagine a confrontation where I'd have time to pull a weapon from a holster or scabbard.
(**what did work in that cause was my anger, with which I roared at him when he removed his hand from my mouth. He got off and ran away. I wish I had had a gun, to shoot him in his cowardly arse)