I usually ride road with a group, but even when riding solo I feel confident that I can deal with any situation that might arise in my area with the exceptions of being "blindsided/bushwhacked" or facing an armed (gun) individual who means to do me harm. I can't outrun a bullet and I can't predict the future. I don't carry any weapons, try to avoid confrontation, and try to just make it home safely. I certainly don't have a problem with someone else being armed with gun or spray. If I may contribute a couple of points;

1) Sometime around 1988, I was on a group ride with several people. One young man had a can of pepper spray in his jersey pocket. At some point several riders went down (automobile related), my memory is a bit foggy now, but I do remember the young man with the pepper spray suffered a serious leg/hip injury. Unfortunately as we waited for the ambulance, the busted pepper spray canister was causing him much more distress than his actual injuries as the pepper spray had erupted all over him as it exploded on impact in the crash.

2) While I don't carry a gun when I ride road, I am licensed to carry a concealed weapon and I am often armed when I ride solo off-road in some interesting locations. Twice I have drawn my weapon- Once on a six foot Rattle Snake intent on killing my dog until I dispatched the snake with a few rounds (FWIW, I like snakes and usually just try to avoid them)- and another time when I stood face to face with a snarling wild boar, six feet in front of me on a single track trail, in very dense woods. Fortunately for both of us, I didn't have to shoot the boar.

Ride where you want, carry what you want, just be careful and ride.