The fun question of course is, are you actually safer on the road, or does it just feel safer? Which is more likely, a subway assault or a dangerous road-rage incident? There's tons of examples of road rage incidents in NYC where people have guns pulled on them or worse. But that isn't a particular visceral fear folks have (and you shouldn't!), but the likelihood of you getting shot on the subway is about the same, if not lower, than being shot elsewhere.