As a highschool kid in my home town I was perfectly content to ride down country roads with little or no shoulder and have huge trucks flying by me at 60 mph. I couldn't imagine riding in a city.

Now it's reversed. City riding seems easy since I can keep in the flow of traffic and people are used to cyclists. For that matter I prefer biking to driving in a city. For one thing parking is so much easer (and cheaper) on a bike and you can turn into a pedestrian at any time it's more convenient. Sometimes when looking for something in the immediate area I'd just as soon be on foot.

It all depends on what you're used to and comfortable with. I don't know that either is inherently more dangerous.