So you're forced to join a gang and fight their rival gangs, or you form your own gang equipped with rifles and grenades ready to commit violence, so that you can fight against joining that gang, or any other gang. Either way you're in a violent gang.

I guess I'd rather have the state maintain a monopoly on violence.

These self defense groups sound great until you think about all the problems with vigilante groups. Also they have a history of turning into cartels.