Getting picked on and physically bullied is something that happens in school mostly. Once you're an adult it happens very rarely or not at all, especially if you don't go around looking for trouble. Having muscles can serve as deterrence, but only against guys who are not trained to fight and are the kind of shitheads who'd pick on you in the first place. If you're getting picked on, then sure you should lift and train to fight.
I've been gymceling for 13 years and I've been training martial arts for 15 (thought just sparring a couple of hours a week for the last 4-5 years) and for all that time I've only gotten in two fights and only because I wanted to. There is a sense of confidence walking around knowing you can throw down against pretty much any guy, but maybe 95% of that is training to fight and only 5% is muscles. And there's a flipside to it too, like when you see some skinny pretty faced weakling with some hot girl and you know you could physically dominate him but it doesn't matter because you're not on a playground and his girl doesn't give a shit about you being bigger. It can easily outweigh that sense of confidence and destroy any motivation you have to train.
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