Well that's comparing apples with oranges. Global peace index is whether you're likely to become part of a warzone.
"Scariest" in this context (ie the article) is whether your personal liberty, safety and privacy are at risk.
Very different thing.
Having said that your broad point that there are countries that are far worse for randomly incarcarating foreigners, general corruption and violence. However there are fewer than there used to be as the US tumbles down the ratings.
TL;DR I've lived there and I definitely won't return while the current regime is in power. It is scary for a foreign national. Not as scary as Afghanistan or Colombia but a helluva lot more worrying than say, Canada.