So let me get this straight - I can't legally protect myself when I drive up to visit New Jersey?
Yes you can protect yourself while in NJ, you just can't use a gun to do it.
Not fully, we have what's called "Duty to Retreat" in our laws.
Basically, if you have ANY avenue of escape from a situation before the use of violence is predicated, you MUST make an escape, or else you're criminally-liable for the use of violence, even if it's to stop someone from killing you.
Even in your own home, if someone broke in and is about to shoot you, you have to jump out your window or you're violating duty to retreat.