Do you know what happened to DS a few months ago - he got attacked by a gang of kids at the park. That doesn't happen at home.
A few years ago he got stung by a bee while out and about and had to ride his bike home to me (he didn't have a phone at that point). At home he'd have been able to just pop to the neighbour for help, or call me on the Alexa.
Because he's a 13 year old boy and his friend are all 13 year old boys, when they go into shops they're followed around by security guards. Somewhat amusingly, he was with me in waitrose the other day (which made it funnier for some reason) - I sent him off to get something and when he returned, carrying it, he told me the guard was following him. I looked round and sure enough, there he was. So much so that the guard then came and checked my shopping when we did the self checkout.... That doesn't happen at home.
He takes a train to his sports training. The other day the train got delayed and so he missed his connection and had to figure out how to get to where he was going. That doesn't happen at home.
Over the summer he lost his phone while riding his bike. So he had to ask an adult if he could borrow a phone to call me so that I could ping it for him. That doesn't happen at home.
My point is that there are so many things that happen out and about that they have to learn to navigate, that it seems impossible to believe that being at home is worse/scarier/more difficult.