I suppose that in every country you get used to what you get used to. I've felt more nervous riding in the US than here in the UK, but that's just due to less familiarity with the road conditions, I don't think it's anything to do with road width.
I don't know the stats, but I would have thought the most meaningful measure of the danger is deaths/accidents as a ratio of cycling population, as different countries have differing percentages of the general population who cycle.