I wonder if it's simply because you spent some pretty formative important years in Qatar that you feel that way. In my part of the U.S, I feel very safe unless I'm in the wrong part of a big city, but those are quite easy to avoid. Granted, I grew up in a town of 700 so I was quite isolated, perhaps that's why I feel so safe here
Interesting, I'm from a small Midwestern town in the U.S. and I certainly have no fear of robbery/murder. Everyone knows everyone, etc. Nobody locks their doors/cars.