You are lucky because pepper spray, mace , tazzers etc are against the law here in Australia.
I even had the police try any take my leatherman wave from my belt because its against the law. I was just walking down the street to get some lunch so I wasn't provoking anything.
I was able to keep it because I argued I used it for work.
I figured it was near the end of the month and they were short on their quota for the month.