You're correct in saying that RAID 0 is less safe than independent disks as you will lose the data on all disks rather than just one if one fails. However, my previous statement is still true:
Depending on the RAID level used, a RAID array can be dramatically safer than independent disks.
For example RAID 1, which mirrors the data on the disks, is much safer than simply using independent disks. RAID 5, 6, and 1+0 also incorporate various levels of redundancy, while independent disks do not.