The per mile death rate is lower, in general, in more urban states than more rural ones. My guess is that with everyone stuck together in traffic, most of the accidents happen with a relatively low closing speed so less people are killed. It's certainly not because New Jersey drivers spend more time paying attention to what's going on around them, at least in my experience.
It's not exactly the same point but it's certainly true that vehicle death totals are down significantly on a per mile basis over the last 40 years, at least in the US. So while there may be a false sense of security brought about by ABS, air bags, and traction control, it doesn't overcome the actual advances in safety.