Good questions that have equally good answers. In the places they are used, burglar bars are used to give the same comfort level that North American homes and businesses enjoy with all the electronic surveillance that is available there. I am sure that when electronic security systems including silent alarms and security cameras become more available, you will see that change take place.
As for the security at hotels, this is a requirement in order to obtain a hotel license, just as is required in many North American cities.
And, you can go around at night by yourself, without someone watching your back, but as a visitor to a foreign country, it is normally in your best interest to have someone with you who knows the runnings. This is wise if for no other reason than to help you from making a fool of yourself or getting yourself into trouble by not knowing the local customs...