The primary reason for you as an individual not to carry a concealed gun, assuming you are a responsible person that will take all necessary precautions and use your gun only for defensive purposes, (ignoring the statistically high potential for personal error and misuse or the cultural and moral implications of fiscally and practically endorsing an armed civilian populous) is the increased risk of death or injury by firearm (for you and others) through inadvertant escalation of violence in a genuine assault situation.
FUN FACTS! that support my assertion (from a quick perusal of Google Scholar):
-In states (Like Oregon) with Stand Your Ground and other laws making it easier to shoot in self-defense, those policies have been linked to a 7 to 10% increase in homicides.(More people shooting in defense = more defensive shooters being killed)
-When confronted with a gun, 55.5% of the time an assailant will abort the conflict (the majority of those fleeing will not be armed with a gun and were unlikely to inflict fatal injuries in the first place). That means that 44.5% of the time the attacker will not back down -and will logically meet that threat with an equal or greater one (namely threatening with or firing a gun) which could result in physical harm or death (is the dissuasive power of guns in non-life threatening situations worth the increased risk of death in situations where your and others lives are in danger?).