We know how bad the TSA is.
We deal with them every day.
The FFDO program, however, is something different - it is in our hands. It was lobbied for by pilots, it is volunteered for by pilots, and (this is the biggie) if all the other stupid, inane TSA procedures fail - the last line of defense will fall to the pilots.
If you bet your life every workday on the skills and procedures of the apes we have over here, you'd want to be armed too. And don't talk about lightning strikes. We get ten of those a month at my airline. And we get quite a few security incidents too, including the aforementioned hammer attack - but others you didn't hear about as well....