I bought an attack alarm to wear on my wrist earlier this year due to a localised threat of a repeat sex attacker. The bastard is awaiting sentencing at present, but prior to his arrest, he was operating in in areas 2-3 miles away and lived on the opposite side of the next neighbourhood. The risks of these kind of stranger danger crimes is very, very low.
My most realistic concerns are an injury, traffic and cows. I take my phone to call for help if necessary and do use headphones for music/ podcasts- 2 hour training runs for a HM would be very dry on, nothing but birdsong and my own panting
I keep the volume low anyway and struggle to hear it over the volume of traffic, and pull them out if crossing a busy road.
I feel safe in the countryside on remote footpaths. There's sections where I've never seen another person out walking/ running so a predator would need a huge amount of patience hanging around there for a victim. (I avoid fields with cows where possible and keep a wide berth around the field having checked escape routes if not)
I feel more concerned about "known" places that are quiet but with a steady drip of people, particularly places known beyond their immediate locality. I feel safe in my dozy suburb which tends to have small open gardens.
At night I wear high vis and reflectors and stick to well lit parts of suburbia.
Running is one of the most popular sports and the numbers of people coming to harm from anything other than trips or wear and tear injuries is very, very low compared to the number of participants.