Paul, while what you say is, obviously, true about who will be rousted by the police, I do need to observe that anyone who uses a knife in self-defense is going to have to face not only the police but a prosecuting attorney over the use of that knife. In that case, it would not be a happy incident if you were ever found to be carrying an illegal knife, or so it seems to me. This is especially true when there are legal options that are damned near as effective, especially in NYC, as I understand the law there.
IIRC, there was an unfortunate woman in the 1960s who got coverage in the media for defending herself against a rapist with a switchblade, one of those Italian stiletto types from the film Blackboard Jungle, if you remember them, the nasty, cheap ones. She was charged and convicted, even then, with using an illegal weapon. I remember the NYC district attorney's office making public statements to the effect that "What could we do, she broke the law?" They looked pretty stupid, especially a year or two later when Kitty Genovese was raped and beaten to death with great screaming and crying in the middle of an apartment complex filled with people and nobody came out to hep her. The author, Robert Ruark, had a syndicated column in a number of Scripps-Howard newspapers, including Washington's Daily News(now defunct), and he commented almost daily on the woman's switchblade case. He eventually suggested that women should return to the old-fashioned long hatpin of the Victorian age as an easily consealable, but legal, weapon for use against rapists!?!