I don't think we have an immediate need for any military, nor for all citizens to attend mandatory self-defense classes. If individuals would like to learn martial arts, great for them, but it should still be an option.
I agree with Alessandro Zuffi that as we currently stand, we have no need for such action, thus, it could actually be detrimental to begin thinking like that, as it could instill a mentality of distrust and fear (I refer to the conceal carry thread for examples). Artificial scenarios at this time also do not help much in terms of planning at this time. When we are within a decade of first inhabiting the space station, then such discussions may be feasible, depending on the political state and mentality of the world.
It is important to remember the ideals Asgardia hopes to stand for, and plan around that. Asgardia does not want to be a militaristic nation, and while it hopes not to play a part in Earth politics, it does plan to be a nation, and thus is pulled into politics of some form when dealing with Earth. It would also be subject to International Law in how it operates in space, which includes the lack of military presence. I believe Asgardia will be closer to Antarctica as a base of research, but also of culture, with an emphasis of exclusive (and very brief) weaponization to prevent space-born objects from striking the Earth. In this latter case, I think it likely that Asgardia would form a coalition with a few world powers to channel whatever weapons are funneled into space to deal with a threat. Multi-nation oversight and accountability would be required to ensure Asgardia returned any unused weapons, and does not transition to a militaristic power.