I think that depends where you go. I live in BC but go to Washington all the time and it feels pretty much just as safe.

It was in the news in the UK a few years ago that a doctor visited the US to see some of his family that lived there, and while he was asleep in bed a stray bullet hit him and he died. Obviously I'm sure these things are unlikely but it's still kind of scary. That and I find the idea of walking around and having deranged psychos all around me potentially having a gun and them being able to pull it out and end my life at any moment kind of... unpleasant.