Yeah, but you know, danger in the pokémon world is relative.
The worst thing that can happen when you face mafia/terrorists/wannabe dictators is they will make your rat fight theirs. I guess they'll take your lunch money every time you lose, so that's a thing.
Haha oh nooo. The official lore can be surprisingly fucking dark. Even in the games, the reason Jubilife exists is because wild Pokémon smoked an entire village. Burnt the fucking thing to the ground and gave the Galaxy Clan's commander PTSD.
Also in the beginning of Arceus, your rival has only just recovered from hospitalisation after they took a thunderbolt from a Shinx.
Then there are literal wars that break out. And some of the Pokédex entries. And the mangas go fucking dark too at times.
The losing your lunch money is just a game mechanic.
I like the way it's handled in PL:A. Before Pokémon have developed a symbiotic relationship with humans, they will straight up just attack you in the wild.
There's Pokémon who should be ridiculously dangerous to even get close to, but no safety measures are required whatsoever and people use them all the time with no consequences. Villains are ready to destroy the world or whatever it takes to reach their goals, but they still won't attack you, or anyone opposing them, directly with their Pokémon. And that's just two of the huge holes in the worldbuilding.
I love the series (well, at least up to XY), but the lore constantly swings between "happy-go-lucky kids-friendly game" and "deep character-driven narrative/creepypasta material", with no coherence between the two. And I love both sides, but trying to make sense of it all is pointless unless you go full theorycrafting and make up your own headcanon.
You can't even use secondary sources because everything has their own canons and you can't make sense of the game through manga information, for example (even though I really wish the game plot was as good as Pokéspe's).