Somehow when you're driving yourself it feels less bad even when it's severe.
That's what I keep telling my girlfriend
The reality is that all the objectively scary flights she has had were in airliners, whereas flying with me the most she had were a few bumps.
But there is a big psychological difference in that most people trust the two pilots up front who wear smart uniforms, many have great hair (grey is very reassuring), they speak with posh (reassuring) accents, and everybody assumes that nothing will happen.
Structural failures are indeed extremely rare in the USA and Europe but plenty of flights are extremely rough because provided that the weather etc is within the legal parameters you have to fly else you get sacked.