My Mom tried having me take taekwondo classes when I was in 3rd grade...but I don't think I was really into it. Even though there was a tinge of a bully issue going on back then I didn't care for taekwondo.
The only thing I do that's involved with martial arts now is the History's Strongest Disciple manga.
...funny,is that how several people really start getting involved with martial arts? Because of a bully...?
It's kind of useful if you're seen as this tiny vulnerable perosn, have stalkers, or just want to learn it for the sake of learning it(kind of like some people taking swimming lessons to prevent drowning in the future).
We've all got our own reasons, so I don't think there's anything wrong with it unless they were planning to actually hurt/kill someone preemptively.