When people say things like this what they're actually doing is falsely associating walkable urban fabric in cities like San Francisco, NYC, and large parts of Chicago as being especially dangerous just because it's only practical to be pick-pocketed on foot.
They say this while ignoring the generally low crime rates of those compared to peers. For example, Chicago has an almost 20% lower property crime rate than Peoria, IL. Fort Worth, TX has 52% higher property crime rate than New York City. Carmel, Indiana, an affluent suburb with a public high school ranked #354 in the country and 6th in Indiana, only manages to have a 28% better property crime rate than NYC.
(And driving a car around is a lot more statistically dangerous to your life than walking around a big city. I'd rather have my phone stolen than be t-boned by a drunk driver)