Still shaking from the horrible story, but here is my idea of "agreeing" to something like this. I would tell the kid (OK) but will (a) ask him to put a whistle in his pocket and (b) I will remotely accompany him . I would walk on the other side of the street some 30 yards behind him.
May not be ideal and maybe seen as "overly protective" but for a 9 year oild, and first time, that is how I do it.
That is what I did for example when my then-14-yo son asked to do some electrical wiring. I let him do it while I was watching. Now he does it alone.
Sometimes my younger son (who is rather aggressive and loves driving but smaller in size) asks to go somewhere. I OK that, but ask him to take his older brother, who is less aggressive, but taller. It provides the younger one some protection, while it exposes the older son to some life realities.