It's not about pure safety numbers. It's about my control of the situation. Once I step onto a train, I'm locked in (literally).
In my car I have a lot of control. Heck, I don't get into drive through fast food lines in sketchy areas because I don't like the idea of not being able to go forwards or backwards if a criminal type walks up to my car.
I ride motorcycles. Very dangerous. But I feel safe because I ride with my eyes open. In 20 years, I've had maybe 1 close call. While most riders I know have a crash in their first year.