There are a lot of fighting arts; Muay Thai, Krav Magra, Escrima, Pencak Silat, Katate, Jiu Jjitsu, and so on. There are also a number of sports that have evolved out of fighting arts, MMA, boxing, wrestling, judo, and so on. People take up these arts and sports for a number of reasons. Fitness and self defense are often cited.
So you study an art for several years, you put your time and your money into it. You get in (better) shape. You think you've learned something. And then there's a confrontation of some sort and you lose. The sudden flurry of punches, an improvised weapon, and you're beaten and robbed. At this point, you may tell yourself , "Well, my <$MARTIAL ART> didn't work."
I have heard it. Yesterday, someone created a user profile just so they could troll my post and insult the art I study for being useless and ineffective. Now, they might be right about me, I might not be able to effectively defend myself from a young strong attacker with a weapon. However, I do not think that in and of itself says anything about my <$MARTIAL ART> or yours.
Let's say we're playing major league baseball. We've all been practicing since T-ball, played at every level, worked our way up from the minors. The game is in progress. One of us comes up to bat. Another is pitching and all the fielding positions are ready. The pitcher throws. At this point there are a number of possible outcomes. Batter gets a hit, batter misses, batter gets thrown out, ball is fouled off, batter hits a fly ball that gets caught.
If the batter misses do we see it from his perspective and say baseball failed? If the batter gets a hit, do we see it from the pitcher's perspective and say baseball failed? Or do we see that the outcomes are fluid and changing? That more training and better coaching effect the outcome of the game. If the batter improves his skills, he is more likely to get a hit. If the pitcher improves his, he is more likely to get the batter out. If the fielders are fast, attentive, and experienced, they will make less errors, catch more of the balls hit in their direction, and prevent hits. We all understand it is a nonsensical statement to look at a baseball event and blame baseball for the outcome.
So too in a fighting altercation. Being stronger, faster, more aerobically fit, having better skills, being mentally prepared all affect the outcome. It's not the particular art, it's the whole package that counts. And just like there's a batter out there that's going to crush your best pitch, there's people out there that could take you effortlessly no matter how or what you train. What you are doing is shifting your location on the scale. Because you are not training to go up against the best fighter in the MMA.
You're training to face a threat on the street to you or a loved one.
Perhaps your training is just enough to give you the skill to escape, survive, or avoid the fight completely. Or it's enough to help you to slip that first attack and gain enough space to draw your firearm. Training shifts the odds. That's all. Maybe, in that one desperate moment, they shift them enough.