I think with traveling to a place, people naturally feel more cautious because you make all of these arrangements--place to stay, transportation, etc.--remotely, so it's harder to change course if you arrive there and feel very unsafe.
Also, the rule of law in other countries isn't as strong as we are used to in the US (I know, I know, you can see my opinions about Trump in other threads). But seriously, the culture of bribery, etc., is far more common in other places. And not having the standing of citizenship as we do here.
Finally, when you travel abroad, you stick out as an American. You just do. Different clothes, hair style, behavior. Germany was mentioned in other posts, and I promise the Germans will figure out quickly that you...aren't.