What's wrong with taking self defense classes????

So I was in my way to the store and I by passed this kickboxing class and I thought it was cool, yet my boyfriend says I wasn't built for that. Mind you, I can't scream or squeal, and my boyfriend is 5 hours away, long distance relationship even though tbe distance really isn't anything. Anyways, so what am I supposed to do, my step-dad asked if I wanted to go to the gun range, yet he said i wasn't built for that either!!! Im a single African American female and where I live, they're being snatched up on the daily. God forbid, but if someone tries to get me what am I to do???? I'm thinking of taking the concealed weapons class regardless though, my step-dad said that would be good. And despite the connections my boyfriend has, that says they'll look out for me, I don't believe it at all. Any thoughts or opinions, I'm open to them.

*He always thinks men are after me or something, I don't understand, I feel sheltered all over again, the same way my grandmother raised me, not allowed to do anything...people are people regardless