This strikes me as a very naive sort of romanticism, as someone who grew up in alternately a very safe and very dangerous locale.
Of course if you are loaded but socially incompetent (say many of the billionaires in Silicon Valley or Wall Street) then your 50B net worth won't be enough for people to restrain themselves from beating you unconscious and taking you Rolex or Phatek Philippe (that your socially incompetent brain decided to sport there even though you are nobody but a walking wallet with no street cred)
That said, even rappers seem to retire to "safer" places then these "lively" options you describe. So something about being safe appeals to many people, not just the socially incompetents'.
The US is huge and there are pockets of instability of course, especially in big metro areas such as LA, Chicago , Baltimore and Detroit.
For a socially competent person who lacks the prequalifer of fame though ,they are not that great again due to prices which are US-like