There's crime everywhere. In some of the best neighborhoods on Long Island (suburbia by the way) we've had horror stories of breakins that ended up as murders. It happens.
I don't blame someone who is comfortable in rural america for being a little uncomfortable about the idea of walking through an urban area. I mean Damo lives in the sticks of Colorado, do they even have running water there yet? lol But you'd be highly surprised at how often you could go walking through an urban area and you'd be just fine. did you see Borat? I didn't like it that much, but there were two scenes in there that I thought said a lot. The first, he was in character at a rodeo. I will tell you what, after seeing it, I wouldn't want to go to a Rodeo and pull the crap he pulled. The second scene he is in an urban neighborhood, at night, and he walks up to a group of young black men, again in character. Where do you think he was safest? The black guys were totally cool to him (keep in mind, in both cases, he did not reveal himself, they thought he was what he presented himself to be), and they were helping him to "fit in" and teaching him the lingo.
It said something. Things are not always as they appear to be. You might very well get yourself into a more dangerous situation surrounded by a bunch of redneck type cowboys, than you would approaching a group of black youths on a street corner in the Bronx. I will tell you where I'd rather be if I got lost. But then, that is my comfort zone, everybody's is different.