I got my CC permit as soon as Illinois passed the law. 4 reasons/events come to mind.
First, I was a LEO in the Chicago area back in the mid '80s to early '90s. While the crime we dealt with was mild compared to what Chicago cops in the West and South sides deal with, I saw enough to realize that people are capable of doing just about anything to each other, including someone cutting the throat of a 5 year old so she couldn't testify against him, as he cut the throat of the mother in front of the child.
Second, we moved to a better part of the Chicago area. Shortly after we moved I walked into an armed robbery in front of my house. I had no way to defend myself and could only stand there hoping they didn't shoot. I'll echo 460kodiak's sentiment about feeling helpless and never wanting to feel that way again.
Third, from time to time our school district forwards notices from our local police department regarding an attempted child abduction. These are not custody battles, where one spouse tries to take a child involved in a custody dispute. These are bad people trying to abduct kids. In a good year we'll receive 1 such notice. In a bad year we'll get 9 to 10 of them. These people are out there, and I'm going to protect my kids.
Finally, there's been a number of attempted break ins over the past couple of years on our street. As much as people in our suburb like to believe we live a "Mayberry" type existence, that thinking is naive and dangerous. We took all possible precautions, including a well lit house at night, a dog that barks at anyone walking around the house, an alarm system and removing all bushes some one can hide behind. Usually that's enough to deter people, but I don't want to be unable to protect myself and my kids if it's not.
A couple of other responses prompted me to remember one other key point. As a LEO, it was rare for us to arrive at the scene of a crime in time to prevent the harm that occurred, as hard as we tried. Until LEO's are given Start Trek like transporters allowing them to be instantly beamed to the location the 911 call is coming from or they develop psychic abilities allowing them to know when a crime is going to occur and be there in time to stop it, that'll always be the case. Like it or not, when attacked you're on your own until the police or other help arrives. Anything you can do to up the odds of surviving that long should be done.