You felt in more danger, likely because you weren't allowed to carry a firearm and guns are all about emotionally feeling safer rather than objectively being safer.
As for Paris vs Texas the statistics speak for themselves.
Enquête inédite pour établir le profil type du meurtrier parisien
NOMBRE D’HOMICIDES A PARIS ET PETITE COURONNE
2013: 73, 2012: 78, 2011: 95, 2010: 103
If you can't lire le français - https://www.thelocal.fr/20141113/murder-in-paris-ten-things-to-know
Between 2007 and 2013, 602 homicides were recorded across all four areas, of which 226 were in the capital – although the numbers have been falling since 2010, from 103 in that year to 95 the following year, 78 in 2012 and 73 last year.
https://www.huffpost.com/entry/which-is-safer-paris-fran_b_8648980
Over the decade between 2002 and 2012, an average of 126 people were shot to death each year in France. For the same period, an average of 953 people were killed in Texas each year by firearms. Texas' population is less than half that of France. If Texas had as many people as France, and its per-capita homicide-by-firearm rate remained unchanged, 2,374 of its residents would have been killed each year in the same period -- 19 times the number of homicides by firearms in France.