A mugger knocked down U.S. Sen. John Kerry's sister and stole her purse in downtown Manhattan.And of course, being oblivious, she never knew or saw what hit her.
As such, even if she'd had a gun, as opposed to enabling prohibitions through her campaigning and UN pursuits, it wouldn't have done much good.
I'm not saying I couldn't be surprised in public--anyone can if you don't know you're being targeted. The point is to present and conduct yourself in such a way that other targets look less observant, less confident, less equipped to respond.