I have read that in general subway stations are safer than the street
above or below.

Do they have CCTV cameras everywhere like in London? I suspect that there
are few parts of LU stations not covered.

Some, but the US is nowhere near as CCTV crazed as the UK. I hear
that CCTV turns out to be useless for preventing crime, marginally
useful for figuring out later who did it.