In the US, the biggest danger to free-range kids is nosy neighbors, who are convinced kids out wandering alone are in danger of… something! Kidnapping? Sex trafficking? Darned if I know. But it’s a huge problem to those of us who want our kids to be free to walk to the corner store. My kid had a woman call the police on him at age 7, in a safe suburban neighborhood, when she wasn’t satisfied with his answers about why he was out alone. Having a phone would have helped: he could have called me right then. (As it is, he ran away before they got there, and I still chuckle wondering what the cops thought about the whole thing.)
I am pretty comfortable with him moving around w/o a cell device but it would give my wife peace of mind (which is fair). Plus the convenience of calling him home without driving around.