I mean, yes, many (most?) countries are at a point where their physical safety is bad, but also there's a tradeoff.

You can never have 100% perfect physical safety.

And reaching near-perfect physical safety requires that the state becomes extremely authoritarian.

You instead want good physical safety and effective law enforcement, and then you add on other mitigations for when those fail. "Defense in depth" - locks for your doors, anti-theft features for your car, firearms for your home.

And even the deterrence of a locked door helps cut down on some crime. People are less willing to rob a car if it means (or even they just think it means) getting cut and bleeding, or getting caught on video.