If you insist to go this route, you can definitely find cities even in the US with less violent crime than Brussels.
If you look at places in US with similar white European demographics (New Hampshire at <2 per 100k) the homicide rate isn't that much worse than Belgium (~1.2 per 100k).
The best predictor of being a victim of violence in the USA is to be black, the ~second best predictor is to be in a state with a high proportion of black people. If you are in a state that is ~as white as Belgium, the rate goes way way down.
I expect small cities and towns in the suburbs, where native Belgians are a majority, to have virtually zero violent crime, which would flatten out the crime spike of Brussels into good looking national averages.
(In fact, your life expectancy in Cook County is several years higher than in the rural south.)
The gun violence in Chicago is tightly constrained to places and populations unfamiliar to the median Belgian. Chicago is a city of neighborhoods and structurally segregated by almost a century of redlining and "urban renewal" that created hyperconcentrated pockets of crime. It's a human tragedy and fully worth dunking on, but it has nothing whatsoever to do with how safe a visitor would be to the city.
(Chicago is also not even in the top 10 in US cities by index crimes, but whatever).
I believe their point was that Brussels is “super safe” compared to Chicago. 67 times fewer gun incidents is quite a lot.
I live in Dublin, Ireland, which is a lot smaller than Brussels, and when there is a shooting it gets on the news. You can imagine how amused I was coming from São Paulo that a full-on gang war was going on when I arrived here and 4 people had been shot in the previous year.
A friend of mine who also came from São Paulo, a trauma surgeon, had to change specialty here because there simply isn’t enough work.