Not everybody lives in areas where it is safe. Some people are more likely to be targets or perceived as threats than others (on account of race, gender, perceived socio-economic background, etc.). I think it is reasonable to give some thought to possible risks if one intends to be out alone doing activities that some might see as suspicious.
Some of the comments here seem like they might be relevant: https://forum.inaturalist.org/t/apparently-i-look-suspicios-while-making-observation/39789
Of course the sad fact is that safety precautions probably would have done little to prevent the tragic event that inspired this thread. Based on the news reports, it seems to have been in a well-frequented area not particularly known for crime and likely had nothing do do with the activity that the victim was engaged in.