Safety culture and enforcement of regulations (if existing) is definitely at play here.

why do some nations have bigger risk of fatal occupational injuries?

1. Legislation/lack of enforcement: some countries do not have OHS law/regulations. If the legislation is not in place, there cannot be any enforcement. This means that people keep working in unsafe manner. Employers keep exposing their employees to hazards. Some countries do have the legislation but enforcement is weak. This is all about the government's commitment. You find this in most developing countries

2. Awareness on the part of the populace where majority of the general public know little or nothing health and safety at work. Knowledge is power.. People perish for lack of knowledge (Bible says that) . knowledge of cause and prevention. The government and various educational institutions have a role to play in this...

3. Exploitative employers: whereby employers cut corners or compromise safety standards (safety culture, just like the first commentator mentioned)

On the other hand, it also relates to the customer's requirements. The customer can exercise their influence by emphasizing safe process of realization of the product / services.  Meaning that the customer can use their purchasing power to select suppliers (including their downstream sub contractors). 

This can happen when the employers compete in a competitive globalised environment.

This should be more powerful then relying on legislation and enforcement.

Ufuk Turen Here are some factors:

Sociodemographic characteristics

Age

knowledge

Length of employment

Occupation

Company characteristics/ Industrial culture

Economic activity

Injury conditions

Legislation and regulations

Safety culture

This link could help you

Article Factors Associated with Fatal Occupational Accidents among M...