Sure, I would probably earn more if I did the same job in San Francisco, but then I would have to deal with a much worse social situation, and I would have to be more cautious.
Does the crime rate actually differ much between SF and Vienna? A quick google search provides very little info, but suggests there is not much difference. I haven't been to SF lately, but crime is a negligible issue in NYC.
Though SF may be a special case - I've heard they have extremely generous benefits and the homeless move to SF to collect them. Can someone with more knowledge comment?