The statistic measured is "injury death rate" which explains the qualifier a little bit better and makes perfect sense. That's a fairly narrow field.
If a physical injury is to lead to death, having somebody else around to find you and provide aid / get you to a hospital is going to be less likely the more spread out people are.
"Safety in Numbers: Are Major Cities the Safest Places in the United States?" by Myers et al, Annals of Emergency Medicine