I don't see why it is insulting. The media have reported major protest events in Greece in the past few months, the Greek economy is not faring well, and the few reports that reach the Americas on crime in Greece suggest that it is on the rise.

Comparative statistics on crime in Greece versus crime in the US are not regularly reported and I notice that you did not provide any to support your statement.

While I suspect that you are correct that Athens remains safer than many US cities, I don't think it is insulting for someone who doesn't know to ask the question.