It is not the fear of being robbed, but more a general feeling of personal safety, e.g. hearing cars, bicycles or any people around you, is why I don't like to wear any kind of headphones while walking around. I feel deprived of an important sense. This of course would be worse with any kind of noise-cancellation. Only when sitting town in a train I feel reasonably comfortable, but also a bit nerveous about missing an important announcement.