That study was specifically in the USA, whose signalized intersections are not really pedestrian-friendly to begin with. For example right-on-red is permitted almost everywhere (except NYC). In that context, I could believe that roundabouts are less bad. I would be interested to see how the comparison generalizes, for example a study of roundabout vs. signalized intersections in Denmark or Germany. It's still of course possible my feeling of more safety at signalized intersections in Denmark is wrong.
Sweden takes an interesting approach in combining both. There are a lot of roundabouts, but most of them also have a signal at the entrance. This makes it easy to cross as a pedestrian, because your crosswalk at the roundabout entrance is protected with an exclusive signal cycle. That forces a gap in traffic instead of you having to force the gap by trying to step out. Possibly even safer than either option alone?
Sweden takes an interesting approach in combining both. There are a lot of roundabouts, but most of them also have a signal at the entrance. This makes it easy to cross as a pedestrian, because your crosswalk at the roundabout entrance is protected with an exclusive signal cycle. That forces a gap in traffic instead of you having to force the gap by trying to step out. Possibly even safer than either option alone?