Mcmoo, such a basic question. I believe we over here feel threatened much more acutely than Europeans (at least some, maybe most) know. Occasionally my son's school has exchange students, sometimes exchange professors, from Britain, France, Denmark. We warn them very very strongly about where and when they can and can't go safely. The majority of them totally disbelieve us and go walking around wherever they want.
One day we are going to have a very tragic incident. But the point is: they don't believe it can possibly be as bad as we say it is. They just can't believe it.