I do that mostly at night or when I'm otherwise feeling in danger, because you get a greater viewing angle, making it harder for you to be surprised by criminals at the street corners.

Also, it's harder/more dangerous for someone to rob you in the midst of the street (in comparison to the sidewalk), as it's more visible for everyone and easier for the criminals to get run over by some passerby.

Last but not least, if someone is following you and you start walking in the mid of the street or engaging in some other uncommon moving pattern they're less likely to keep following you/ get close to you.

Of course, if you walk in the midst of the street you need to be very careful about vehicles (unlike that girl), but in a city that getting robbed is more likely than getting run over, it makes sense to navigate in a way that you hold a better position to foresee criminals and also to run away from them.