You really need your life insurance and last will in order before visiting a blue state. Even the red isn’t as safe as it used to be
DC, of course, is not a state. But many (I’d guess most) Blue States actually have lower crime rates than Red States, which tend to have more challenging demographics.
Most cities are blue (also largely based on demographics); and in all states, they tend to be where the crime is worst.
For example, blue New England and the wider Northeast are on the whole much safer than the red Southeast.