"We also are supposed to act like it is normal and not be wary of them."
We are constantly in the presence of people with the ability to harm or kill us. Walk down the road and someone could decide to run you over for fun. That construction worker you walk by could bash your head in with a hammer. Thew grocer could slice your neck with his box cutter.
Why is it that you do not fear these the same way?
What has convinced you that a person, just by having a gun, is more likely to attack you?
Remember that study after study has shown those who carry are no more likely to commit any sort of crime than an average person, they are less likely.
It is precisely this reason why you cannot consider fear of a person with a gun to be rational.
That is the logic.