This is something I have heard stated several times by people in conversation and in articles read. This is like saying "We have cars, there is no need to use our legs" or "I have a powered screwdriver, why use a manual screwdriver". Guns definitely have their place in self defense, but in reality they are not able to protect in every situation.
Much like cars help us travel great distance, a firearm protects us at a distance. What happens when you need to go to your neighbors house across the street? do you hop in your car and drive a few feet or do you walk? The same can be said of self defense. Guns may not always be an option or you may not always be in a position to use a firearm. The likelihood of accidentally killing someone with a firearm and the legal ramifications against you is a very real scenario.
Thankfully we live in a country where we have the freedom and choice to own and use firearms when needed, but history dictates that this may not always be the case.