People don't always perceive danger accurately. Of course, the sidewalk seems safer, but it isn't always. If there are a lot of residential driveways and/or businesses with parking lots along your route, then the sidewalk is likely to be more dangerous than the road, due to all the cars backing out of or turning in to driveways, not expecting you to be there. If there are a lot of intersections along your route, that also makes the sidewalk more dangerous, as most accidents occur at intersections, and drivers may not expect you to ride into the intersection from the sidewalk.