It's largely about perception, and about how countries are portrayed in popular culture. For instance, consider the Bahamas. If you asked people in the United States how dangerous the Bahamas were, I would hazard a guess that they wouldn't consider them very dangerous. Why? Because the reputation of the Bahamas is as a relaxing vacation spot, where people go to enjoy the beaches and drink fruit-flavored alcoholic beverages. In reality, of course, the intentional homicide rate in the Bahamas in recent years has been well over twice that in the United States.
Europe in general, and France in particular, have a similar reputation as romantic vacation getaways. Consider the recent show Emily in Paris, a whole series about someone from the US confronting the gap between their idealized image of France and the reality of the country. As such, crimes are not on the front of most people's minds when they think about France or Sweden.
By contrast, after the Soviet period, one of Russia's primary roles in American media has been to serve as a source of apolitical villains, often from the Mafiya. Think Anton Ivanov, the heavily Russian-accented (though played by the very not-Russian Zach McGowan) villain on Agents of S.H.I.E.L.D. Naturally, this leads to an impression of Russia as having more crime than would otherwise be the case.