I'm from New Zealand and lived there for 4 years. Same experience. Never saw anything crazy, didn't even know anyone who had. I used to fly up to LA and SF often, and saw crazy shit up there often.
Mexico is safer than the US - some will find that unpaletable. Get over it.
I think crime and especially violence in Mexico are much more unevenly distributed. That is, half the country is really safe and half is quite dangerous.
I stayed in various of the "safe parts" of Mexico for three months and felt much safer than in any of various cities in the US, both experienced as a European traveller.
The United States is the same way. I grew up in the Midwest and I've lived in Washington DC for the past 14 years. There's a huge difference in crime levels between the two.
Your first URL is wrong, and btw you are comparing two different metrics. The Mexico link shows number of murders and the US one murder rate.
Also, even comparing apples to apples those stats don't paint the day to day reality of living in Mexico. Very often murders are from fights between narco gangs, or between narcos and the police/military.
Edit:
It's also true that crime and narco presence is not equally distributed.
Mexico is safer than the US - some will find that unpaletable. Get over it.