While the subway is one of the stereotypical "urban danger" scenarios (to people who aren't used to urban public transit), it is in fact one of the less dangerous situations you can be in (except from having your foot stepped on, perhaps). In a situation where you have a person on every square foot of space, no one is going to attack you. In fact, it's almost the opposite: a crowded bus or subway car is a situation where you really need to pull your horns in and not be giving people any "are you a danger? are you threatening me?" vibe.
Being aware does not necessarily mean one needs to give off that vibe. It does not even really mean being on the lookout for a potential threat. It just means being alert to your surroundings and noticing the details. Quite honestly I maintain my awareness at all times and I am rarely in a crowded environment. More things can happen to an unaware person than just being mugged, although an unaware person is far more likely to be victimized than someone who is paying attention to their surroundings.
For instance many of my equestrian friends like to listen to music while they ride. Now I at times do enjoy having it playing in the background while I do arena work but I would never use earbuds. Becoming distracted and loosing awareness of my surroundings while riding could be a great set up for a wreck if something I do not see or hear scares the horse I am riding. Being aware while riding in the woods not only could save me from a potential danger but it also might mean that I am the one person on the trail that day who spots the newborn fawn laying in the tall grass....Sometimes awareness rewards one with opportunities and experiences we might otherwise miss.