It's really important to realize the difference between feeling safer and being safer. Lots of people *feel* like sidewalks are safer - but there are all kinds of hidden hazards. SOmetimes, though, they are - my last couple hundred yards to school, for instance. No interactions or conflicts and I can see from one end to the other - generally no pedestrians, either. The road's four busy lanes of people who do *not* want me there. I'm turning from the walk into the school so I don't even have to get back into traffic.
Group rides we do the road, though - sidewalk ends at the school so we'd have to get back in.