I've been in one of the most rural county of West Virginia, i saw kids outside each time i left the "house".
Oh, it was on this track well before 9/11. Satanic Panic and Stranger Danger as concepts were there long before terrorist attacks on American soil, for a lot longer duration, and were largely explicitly about the dangers to children.
I don't know how accurate it is, but an FBI investigator by the name of Ken Lanning links Satanic Panic to the development of X-Rays and the discovery by doctors of evidence of rampant child abuse.[1] The idea being that people just couldn't accept that kids were being abused at such high rates at home, therefore there must be this secretive "other" harming the children.
People have been primed by the media to be this paranoid for a long time, because it gets attention.
In my view, America as a society became paranoid after 9/11. What you're seeing is a symptom of this. It isn't like this in other countries: kids walk around by themselves all the time.