At my SSPX chapel, I have seen or heard of the following things:
1) Gang fight on the front sidewalk (with pitbulls, pipes, and all), so that the parishioners couldn't leave, and we wondered whether the fight would spill into the Church;
2) A guy pulled out a hammer and started pounding away at the pulpit until he got jumped by the faithful;
3) A month ago, an off duty cop had to subdue some weirdo who came into the church yelling loudly in the vestibule, causing the ushers to grab the attention of the cop to handle the situation;
4) Related to #1, sketchy drug addicts living right next door to church, once causing the priest I was with to fear to walk past them to his lodgings. Because I was open carrying that day, I was able to escort him;
5) One guy, a professional lech, tried to move in on my mother, and was pressuring her to let him live with her. I was about to body slam him in the church basement when the priest called us into his office and banned him from the chapel. Wouldn't have needed a gun for that, but the point being that trads attract weirdos, and we are all targets.
So I guess I agree with Quiddy: Better to have one and not need it, than to need it and not have it.
Besides, unlike some other religions, I always got the feeling that the trad priests were reassured knowing several known and reliable people carried at every Mass.