I've lived in a big city for years now. Never seen anybody get mugged, or shot, or carjacked, despite doing activist work that often has me visiting poor minority neighborhoods.
The only time I ever really felt uneasy was when I had to walk alone at night through a neighborhood where all the businesses had bars on the windows. Worst thing that happened was a couple of people asking me for money, and they didn't give me any shit when I said I didn't carry cash.
But any time I visit the small town where I grew up there's always someone or another acting like I came back from a fucking warzone lmao
I live in a city and routinely leave my door unlocked, I've never felt even remotely unsafe- I go visit someones house in the suburbs and they've got cameras on their door, deadbolt locks, and a security system.
I'm more likely to die getting run over by a car than by a home invasion
A good portion of that is the reduced "eyes on the street" make it feel unsafe in a different (but more consistent) way than a city can feel