It is true that Finalnd and a number of other countries are much safer than many others but at the same time, it is changing. Yes, statistics are one thing but preparation of the child's awareness is something that will benefit the kid for a lifetime. It goes much further than the harm that may come to them in the short term.
Domestic violence in Finland is the second highest in the EU and something like 35% of women have been what they would consider, sexually abused in some way. Understanding of human nature would go a long way to mitigate potential dangers as it seems that the perpetrators aren't going to change themselves.
Oh, you're absolutely right to teach your kid to be wary of potential abusers.