Some of my friends (who live in big cities) have been yelling at me about this, but I'm not in any real danger in rural Wyoming. We don't have much of a criminal element to start with - but we do have the occasional wolf or mountain lion.
I suspect it is a good possibility in a big city, however.
The theory goes: the gang bangers will see your weapon and a group of them will get together and relieve you of it... leaving you alive if you are lucky.
Most of us wouldn't prevail against a large group of criminals intent on robbing us, of course. But the answer to that seems to be to stay away from where that could be a problem, carry concealed if one must go to such a place, and/or never go into such an area alone.
Life is risky. Being unarmed is much more so, wherever you are.
Common sense is the thing to rely on.