I’m just the opposite, while I’m not scared in a major urban area I am uncomfortable. I find being in the wilderness very comfortable. There have been times in the wilderness I have been threatened by animals, but I have had more confrontations ending with violence while dealing with people, but onto the subject at hand.
One reason people may be scared of the wilderness is when people get comfortable with their surroundings and situations and are scared of change, and after living in a city all there life and hearing horror stories about idiots like the “Bear Man” getting eaten and all the people getting lost and dying it’s no wonder they get scared when confronted with the possibility going into the woods.