I've been to several of the places on the list, and whilst I agree some were a little dicey, provided I knew that going in, it didn't bother me at all (e.g. I read warnings about the train station area in Budapest before going last year, had read about pick pocketing in Barcelona, so places like that tend not to phase me at all). Brussels surprises me to see on the list, I felt very comfortable there. The US does not surprise me, I have felt guarded in parts of a number of US cities (Detroit probably made me feel most uncomfortable, but again I knew that going in).
The ones where I am unprepared in some way are the ones that unnerve me:
1. Rome - I have never had an issue on the streets of Rome, been several times, including on my own, and felt perfectly comfortable day and night. Until one trip when I was with family, flying back from Fiumicino with BA and they cancelled the flight. It was quite late at night by the time the airline had made arrangements, and they took us to a flea-pit of a hotel in a local residential neighbourhood (not back into Rome). the area was sketchy, but we figured that as we were rebooked on the first flight out the next day it would only be for a few hours. The rooms allocated to us were pretty dreadful, I was sharing a room with my little brother, my parents were down the hall. Our room was on street level, with the window facing out on to an alley, and the lock was missing, meaning there was nothing stopping someone in the alley being able to open it. I didn't sleep a wink, and definitely felt very unsafe.
2. Ayers Rock - this one is entirely down to my own stupidity, and the local wildlife! I took a walk out into the desert, to try and get some nice sunset pictures of Ayers Rock. Walked about 4 or 5km outside of the little camp area. Took some lovely photos, and then wham, it was incredibly dark all of a sudden (no twilight). There was no moon, so it really was very dark indeed - the only light was from the camp (so at least I knew which way to walk!) However, earlier in the trip we had been warned about snakes that like to come out at night, so much to the amusement of any local wildlife watching I skipped, jumped, and sang my way back to the camp, making as much noise and vibration as I could to deter any foolhardy snakes!
3. St Lucia - not sure if this is still the case, but some years ago when I was in St Lucia I learnt that non-locals should not go to certain places! We happened to have a (white) friend who lived on the island, and he had been there for many years. He wanted to take us out to dinner, and knew a great spot for fresh fish. I can't remember exactly how it unfolded, I think it was because his car wasn't big enough so we took a taxi to the restaurant, and was meeting him there, I can't recall, but we arrived before him at this place, and went inside. The entire place stopped (like a bad movie) and a rather large gentleman stood up, folded his arms, and made us feel very unwelcome. Luckily our friend got there right about then, and they did actually apologize.
I've been in various other places around the world where a particular place has made me feel uncomfortable, without being able to point to exactly why. I am a huge believer in trusting your gut feeling, and have left places I have not felt happy in. I like to think I am relatively savvy, and on occasions when I have felt eyes on me, I will walk confidently (even if I have no idea which is the right way) rather than stop and look at a map and make myself a target - I was surprised when I first travelled with female friends that so many would stand and flap about being lost outside stations etc.