If a country like the US had a lower violent dead per capita than other first world countries like France or Germany, I would agree with you.

It doesn't have as high of a gun ownership rate as the US (no one does), but Czechia has some of the laxest gun laws in Europe, including allowing the concealed carry of a handgun like the US (at least 1 million Czechs have permits to own a firearm, a large portion of which conceal carry them for self defense) and they have a lower homicide rate than Germany or France (Source: World Bank)

Even as a supporter of gun rights, I don't think that definitively proves that guns, on a societal level, prevent deaths. I don't believe that in general. I do believe, however, that on a personal level, a well trained individual who sees the need to defend themself or people they love can prevent harm by owning a firearm. I do also believe that in a society (America) with a broken policing system, and an increasingly authoritarian Republican party that wants to crack down on my rights and the rights of people I love, I'd like the option to protect myself and my friends/family.