Not just the danger of walking on a road where huge trucks drive at high speed, but also trying to avoid the roads by walking through fields or backyards and be shot by the property owner. In much of Europe there is some form of right to roam. Which means there are walking and perhaps biking trails throughout and the owner of any property has to allow people to walk there. They often even have to maintain the trail.

Near where I live there is a beautiful trail through a couple of farms. And the farmers are very welcoming, fencing off what is dangerous, but keeping a nice trail to walk. They have signs explaining what kind of things they grow and what animals they keep. And warning never to feed the animals, as they get plenty of the right food and stuff like bread etc. usually isn't very good for them.

The US is so different, where a person simply walking and enjoying their surroundings is seen as a dangerous invader which needs to be killed.