Actually, in a discussion with our local police recently about several instances of car/bike problems, the cop who is designated our cycling rep stated that he had heard "many cyclists carry". We took a poll of our club, and the answer was none. Even though several members have carry permits, and many more own handguns and hunting rifles, and participate in shooting sports, none think it necessary or prudent to arm themselves with a weapon when going for a bike ride. This includes our overnight camping trips to North Carolina mountains in bear country.
Just thought I'd offer another data point here from other US cyclists.