Even with concealed carry, which is basically every state these days.
Even if its illegal to carry, don't count on these thugs to follow the law.
Even if the person intimidating you is unarmed, they have been known to be supervised by concealed groups of thugs armed with anything from bludgeons to AR-15s in order to turn the tide against someone standing up to them.
Call the police, don't get carried away on principle and put yourself in danger.
It's somewhat like Dark Souls in that there's appeal in mastering the enemies you fight in predicting their moves and timing your own. Finding a weapon that jives with you, buildcrafting, etc. It is a circular gameplay loop in that you kill monster, cut them up, use pieces to make gear, use gear to hunt better monsters...but that's not a bad thing I think.
It can be a more challenging game than it might seem on its face, especially Freedom Unite, and especially with the limited control schemes of the older portable consoles. I started with 4U and find I struggle going back to it after playing World and Rise.