Yes, I think you can consider it safer if you're travelling with another person but I assume it's always safer to hitchhike with someone else. It's probably also harder to find people who will pick you up when you're not alone though.
As to whether Western Europe is a particularly dangerous place to hitchhike, I would say in my experience no, at least not in comparison to other regions. Newspaper reports will always give a biaised view (they only report on the bad stuff).
If you're looking for some statistics about the safety of hitchhiking, take a look at this article (which is specifically about hitchhiking in the US but it's still relevant): https://wandrlymagazine.com/article/hitchhiking/
Those statistics, might give you some ideas about how to minimise risk. I like his conclusion:
As with any activity, use your brain. Hitchhike during the day,
especially the early morning. If you’re a woman, try and take lifts
from other women. You’re under no obligation to accept a ride from
someone you don’t feel comfortable with.
Anecdotally, I've never, ever had a problem hitchhiking. But unfortunately I do know someone (a woman) who was very seriously assaulted while hitchhiking.
Having said all that, if you're asking this question, safety is obviously something that concerns you, so why not consider another means of transport (bus/coach and rail are generally very good in Western Europe and not too expensive but obviously not free). If you want to travel by car, maybe even consider a ride-sharing site, such as https://www.blablacar.com.
Hope that helps and have an enjoyable and safe trip!