We are definitely better at survival and safety. In modern societies we are less likely to starve, die in infancy / childhood, have longer life expectancy, etc.
But when we compare by other metrics, such as mental and physical health, it becomes more complicated. The problem is that out brains and bodies aren't well adapted to the modern world. In the past there were stresses (predators, hunger, conflict), but they were more acute, big spike of stress, but you usually had a lot of time to recover. For example, predator appears, huge spike in stress, run/fight, either you die or it's over. But afterwards (if you survived) you usually had a lot of rest. Also you more or less directly saw the results of your actions. For example, you hunt means you eat, you build shelter means stay dry, etc.
Meanwhile, modern people tend to have chronic low-level stress caused by the complicated and fast paced society: money worries, grind, bureaucracy, deadlines, school / college / university, burnout, job insecurity, notifications, news doomscrolling. Our stress systems are constantly activated which is devastating for long-term mental health. It's no wonder that we have higher rates of depression, anxiety and suicidality. Today's stress is more akin to death by thousands of small cuts. The same is for our physical health.
I'm not claiming hunter gatherers' lives were not challenging. There were a lot risks, physical hardship, famines, etc. But evolutionary speaking, our bodies / minds were more equipped to deal with those types stresses. Here is a good video that talks about this: https://www.youtube.com/watch?v=Mo1A45ShcMo