While self-placed protection can and should be almost as safe as the quickdraws in a climbing wall, convincing your subconscious of this can be tricky!

I would be less worried about my subconscious and more worried about the physics of falling.

I would recommend you place more emphasis on safety in this post: many gym climbers get badly injured every year because they hop on outdoor routes without sufficient understanding of how anchors and protection work. There are many more ways to die while climbing outdoors than in a gym, and many of them involve user error in some way.