Tbh, you do have that right (in the US), that is why it is illegal to murder or lynch people. The problem is that simply because rights exist, it doesn't mean they're magically provided at all times, there are simply people in the world who would transgress upon your rights (in this case, the right to not be murdered, by trying to murder you.) But since not everyone can carry a policeman on piggyback everywhere they go, sometimes it may fall upon you to defend your own right to not be murdered, if you want it defended in real time someone who is there at the time has to unfortunately do it.

Like sure, I have homeowners insurance and I can call the fire dept, but I also have a fire extinguisher because it'd be a lot cooler if I could just PSSSHT that fire out real fast instead of having to lose everything and file reports about it, or just hope the FD makes it in time when I totally could've just sprayed it myself had I the appropriate tools on site when it started.