Trieste seems pretty sketchy too (easternmost major city in Northern Italy). I was traveling from Milan to Croatia, got all mixed up on trains, and got in to Trieste at about 8pm with no connecting bus to Croatia until the following morning and most hotels/hostels full for the night. Dodgy people walking around and weird vibe in general. Luckily I got a ride out that night.

I really enjoyed Trieste during the day a couple of years ago, delightful and historic. Haven't seen much of it at night though. It's not unlikely it's got a larger percentage of folks coming through from the Balkans / Eastern Europe than other Italian cities due to its position. There's been tension in the country in the past couple of decades due to inbound migrations from that area.

Perhaps not physically threatened, but I've been pick-pocketed both in Rome and Naples. In that regard I definitely feel much safer in, say, Berlin.

Not surprising at all, in Italy Naples is infamous for being the city where things disappear unless they're well nailed down.

Your Italian visa.