what exactly is your concerns?
Scenario #1 You get robbed and you're out 200+ but most likely you just move along with you life and no one ever knows anything. The robber is most likely not interested in harming or killing anyone. Most likely they just want hit the establishment for it's cash more than trying to rob an individual customer. A year from now your life will be the same.
Scenario #2 - You play Rambo and shoot the guy thus keeping your 200. There is a high likely hood that eventually the police will get involved. A high likely hood that this will hit the news. Even though you're within your rights if they guy dies not it could be a high profile court case. Remember Cameras are everywhere anymore. Even if you park around the corner cameras will show you walking down the street from the spa. There will be video of you driving away. There will be video of a guy coming out of the spa will a gun shot wound.
Obviously, these aren't the only scenarios, and there are countless possibilities. To me, carrying a gun and being willing to use it opens the door to many more negative possibilities that out weigh the potential positive outcomes. Especially having to explain what you were doing in an AMP to your employer and family. All of a sudden losing that 200 you were already willing to be without, after an hour of fun, just doesn't seem like it would be worth it to me.
I have thought about the potential of getting mugged before. Whenever I am in the city, I keep most of my cash, in that small pocket for a watch in my Levi Jeans. I also keep about $30-$40 in cash in the regular pocket. If I get robbed, I am pull out my pockets and showing the robber the cash. I am telling him unless he accepts Credit cards that is all the money I have. I would throw it on the ground and walk away backwards. Most of them are going to grab the money and run for it. Start yelling, the hate it when you raise your voice to a yell because you're drawing attention to them.