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But most city dwellers in the US live somewhere less safe than NYC.

The link you provided says NYC is the 67th most dangerous by crime rate. That is for the city as a whole, not for any particular borough or neighborhood. It also doesn't take into account other non-crime related danger. It also lists over 20 million people living in cities with a lower crime rate, even though it doesn't include hundreds of other cities because it is a list of the top 100 cities by crime rate.