That is the baseline that Chinese are comparing to nowadays. That's why even many what we call safe places feel unsafe to them.
Also consider that just 15 years ago, China was definitely way unsafer than many European countries. China upgraded from a low public trust to high public trust society in front of people's living memories. This is what you have to consider when considering why Chinese people are happy with their government. All this voting stuff is just theoretical benefit. In Netherlands, our politics have been a mess for more than a decade. Voting certainly didn't solve the problems.
What you said is absolutely right. We’ve gotten used to this kind of society, so our expectations for safety when traveling are much higher than those of people from other countries. Credit cards are, of course, convenient, but in China we’re used to going out with just a phone—no wallet, no cards. No risk of fraud, no risk of robbery, convenient, fast, and safe.
Anyhow, sorry to hear about your experience. That’s how statistics work I guess. For any particularly unlucky person there’s a correspondingly lucky person that averages them out.
Conning is definitely more of a thing, but I wouldn’t place it in the same league as pickpocketing of tourists. Which of course is a thing, I don’t want to deny it. Just that using it as a reason to avoid Europe is absolutely blowing it out of proportion.