I view it in terms of probability, much as was mentioned earlier. In a foreign country, USUALLY, nearly always, nobody cares about you either way, same as here. Some gypsies in Paris have tried to get my attention, I am better at handling that now. And of course, I live in a very urban area, being aware of surroundings is a good idea, especially at night, this is normal stuff.
I am pretty sure, e.g., high probability, we could visit Egypt on our own and have no issues. Brazil, that's a different story, for me, Brazil in fact is dangerous. Parts of Mexico? Same thing of course, I've been in a couple, wouldn't do it that way again.
A meteor could fall on my head tomorrow of course, I don't worry about that for obvious reasons. I'm not going to live my life cloistered because of some quite low probability of being harmed or killed somewhere if I'm interested and it seems to be reasonably safe.
I wouldn't go to Lebanon or Syria, DUH, or Iran, or North Korea, I'm not anxious to go back to Brazil, but at least there we get driven around by folks who know the area. Mexico? Nope, not at the moment, I've been anyway.
We're headed next year to some sort of sketchy places, Malaysia, India, Thailand, Qatar, the UAE, I forget where all else.