I suppose it is on one hand based on media, NYC is the big bad city, it's the mafia city, if you have a crime based movie it will be in NY, LA, or maybe Chicago as the most popular places.
Another thing might be that it feels unsafe due to social isolation maybe, for people who are actually there, but that is just a supposition.
I think it's reasonable that they feel it's less safe. I often feel things that I know do not exactly correspond to statistical reality, one should just try to be aware of where the feelings slightly diverge and not go arguing that what one feels is objective reality.
Another thing might be that it feels unsafe due to social isolation maybe, for people who are actually there, but that is just a supposition.
I think it's reasonable that they feel it's less safe. I often feel things that I know do not exactly correspond to statistical reality, one should just try to be aware of where the feelings slightly diverge and not go arguing that what one feels is objective reality.