a few reasons:
1) I got the permit after being robbed at gunpoint while walking with a friend at his apartment complex in Dallas. My friend wanted to get the permit after that so I agreed to take the class with him. He then bailed on me and I ended up taking it alone - so it's something I did without really being that into it. We both agreed that in our particular situation a gun would not have helped and might have made things worse because they caught us completely unaware. They ran out of a dark place between buildings at us as we walked by and were within 10 feet or less by the time we realized what was going on... Now, better situational awareness AND a gun might have helped - but that's another topic.

2) When I took the class, the primary thing I took away from it was that it's worse to have a gun than not to have a gun in many situations i.e. The possibility of having an accident with the gun, shooting an innocent bystander, shooting and later finding out that I wasn't as justified in shooting as I thought I was, getting in trouble for accidentally carrying in the wrong place etc.
Plus even if you use it correctly to defend yourself you'll still be arrested, taken to trial for murder, hopefully get off on self defense but that's no guarantee (Using a concealed weapon in self defense is a legal defense in court - but it doesn't stop them from trying you and you running the risk that it won't go like it's supposed to) - oh, and then there's the civil trial when the bad guy's family sues you etc. It's better than being dead - but it seems like some combination of pepper spray and running your ass off would be safer/better than risking all the gun stuff.

3) I do carry it in my car sometimes

4) You get out of more tickets if you have a CHL