It only hurts the ones he leaves behind, because he'll never know what happened.
So, if you put it to him like that... maybe he'll understand the huge hole he'll leave in your heart that can't be filled if he gets himself killed because he didn't have the means to fight back.
I've known a couple people who have lost a loved one to violent crime. They seem to be completely lost in life without their loved one and are an empty shell. They have no more direction or compass. Very sad.
It seems to be a different kind of loss than one who loses a loved one due to an illness or even a sudden accident. To lose someone from violent crime just seems to be senseless and that's a huge difference.
Of course, the longer you have invested in that relationship, the bigger the loss. Young couples who don't have a lot of time invested in their relationship doesn't seem to have quite as strong an effect as say, someone who's been married to the same person for the last 15 years. And of course young people all seem to think they are invincible and don't think much in long terms.