It can be thought of like proactive emotional health insurance. If a bad guy tries to take your wallet, you can take him out and keep it. Or, you can choose to give it to him as an act of charity. Either way, you are at choice in the matter, it isn’t being stripped from you. (The feeling of powerlessness is a much greater cause of emotional trauma than the possibility of death.) And if you never meet any bad guys, you still have the peace of mind that comes with knowing you can “handle yourself”. The fear of crime gets crossed off your list of emotional stress factors.
And then there’s the sheer enjoyment of it. Can learning to fight, training to injure, maim, and even kill with your bare hands actually be fun? You bet it can. Just like you can geek out on movies, video games, sports, or fashion, you can geek out on hand to hand combat.
All I’m saying is, it’s not the worst hobby to have.