There are still many countries including a number of European states where pepper spray (and effectively any meaningful self-defense) is officially banned and where its possession can even be considered a criminal offence. The list of such countries includes: Belgium, Denmark, Luxembourg, Netherlands, Norway, Greece, Hungary, Iceland, Ireland, Sweden, United Kingdom, New Zealand, Australia (except Western Australia) and Turkey.
At the same time it's allowed in the US, Canada, Czech Republic, Spain, Austria, Poland, Russia, Western Australia (prohibited in its other parts) and Japan where its possession is legal by most civilians.
I believe the attitude of the country to giving its citizens rights and means for self-defense - is one of the prominent true democracy markers. It basically demonstrates trust, care and sincerity (in admittance that state can't defend everyone everywhere and all time).
And by the way, pepper spray is one of the safest means of self-defense. “It’s natural. You could actually put it on your nachos and eat it. It’s a good way of deterring people without long-term harm,” said ex-Border Patrol deputy chief Ron Colburn, who served under President George W. Bush. It's included in the arsenal of police all over the world, and should be accessible by civilians as well since "you can't carry a cop with you, he is too heavy".
Pepper spray should also be universally allowed to be used by tourists for their safety. Of course, the law should also regulate its fair use, to discourage its use eg for pranks etc.