I do not know where are you from but if your country stands more as a threat to your sister and you (like life threatening) it's still safer to leave but be cautious and prepare yourself before. Take into account all this places you are talking about are full of people living there and operating normally on a daily basis, so it is safe, you just have to be very careful.

The big cities cumulate homeless people, illegal immigrants and beggars (of which some are addicts) as well as pickpockets. Take into account Italy is almost everywhere a touristic area so it's more 'attractive' for people who want to misbehave - its easier to do it in crowd, there is higher chance of getting whatever they want to get so in this case both Paris (super touristic, full of pickpocket organized groups) and Milan are quote dangerous. From my personal experience as a woman (I come from a very safe area and background) - I have felt safer in Paris than in Milan but I have been very cautious (avoiding shady places, not going out at night, not flashing my phone out, etc). In Milan, I had a very bad experience where I was threatened with r%pe (that person did not look 'stereotypically Italian' and highly possible was homeless, also spoke English not Italian, and due to the fact I speak English I could understand his every word and was able to plan an escape) I decided never to go back there cause it was very traumatic.