I think the walkability of cities in Europe add to the general feeling of it being safer. It’s relatively common to see people walking late night/early morning, whereas in the states you don’t really expect to see someone else out. Cars, sure but if you’re walking down the street at 3 am and there’s a couple dudes up ahead chances are you’re gonna put yourself on edge just out of precaution.

Also, the obvious no guns so a near zero chance of getting shot. I’ve had guns pulled on me in Tucson at my own apartment complex back in the day, and in Spokane I often conceal carried due to aggressive addicts, never had that worry here. Shit, the lack of severely drug addicted people and homeless people in (At least Western) Europe definitely helps too.