Why are western/southern European countries very dangerous compared to Nothern European countries, Canada and Australia?
Europe has more immigration and more poverty.
because they are closer to Africa and the Middle Eastern countries where all the Muslims come from .
I hope you're trolling. I've been in all the places you mentioned and never had any trouble. It's easy enough to protect yourself from pickpocketers- much easier than protecting yourself against violent crime in the US. But you might want to take into consideration the fact the socialization in those northern European countries, Canada and Australia means that people have a fairly even standard of living, which always means less crime.