A gun can itself be used to block a bullet, or to shoot down an incoming bullet, but they're both near-impossible to pull off. It's much easier to use the gun to shoot the attacker before they shoot you, or even better by its mere presence deter the attack in the first place.

This makes economic sense: it's expensive to armor every vulnerability and cheap to exploit just one.

I don't see a reason that AI would be different from guns or missiles in this regard: offense (or the MAD threat of it) is the best defense.