Earlier quoted context omitted.
My very limited experience with Mexico City is that I'd treat it like many U.S. cities: it's fine, if you know which areas to avoid after dark, and which areas to avoid entirely. It is not like a safe European city center where you can go almost anywhere alone on foot at any time of day. But most U.S. cities don't fit that description either. And it's not at the other extreme that some people imagine, some kind of So…
As a European that sounds terrible! That it is not as bad as a lawless warzone in a failed African state isn't much consolation??
There's a spectrum of danger that a lot of us have had the privilege to not experience. I could imagine getting mugged in some places in Europe, but not really imagine dying in the "mugging gone wrong => someone is dead" scenario you hear about in the US.
And of course the idea that I might get killed in a traffic stop is something I have the privilege to not experience.