Well, there are facts and then there are myths and misconceptions.

Neither the United States Postal Service nor the United States Census Bureau determine whether or not some geographic area in Maryland is an incorporated city/town. Such a determination is only by Maryland law, and to my knowledge there has not been a new incorporated city/town in the State of Maryland for over 100 years.

The Ocean Pines Census Designated Place is not limited to the Ocean Pines subdivision, as your comment seems to imply. It also includes River Run, all properties down along Gum Point Road and perhaps some other areas around us.

To the south of us is Newark. It is also a CDC, one covering a population of 339 souls as of the 2000 census. CDC status is meaningless in terms of crime reporting, and it certainly conveys no incorporated city status. 

The fact that your mail comes to Ocean Pines, MD 21811 conveys no particular legal status of anything.

I would imagine that Pocomoke City, Snow Hill, Berlin and Ocean City have definite boundaries.

Certainly, because they are real incorporated cities/towns.

Ocean Pines in an unincorporated HOA subdivision within Worcester County, no different than River Run or Riddle Farms. Our government is Worcester County. 

The only reason OP shows up as the safest place to live based on FBI crime stats is because OPA has a police department that reports them... the only HOA in the state to have one. The police department reports crime stats so we end up as the safest place in MD. Nothing more, nothing less. No great news. Newark (or Riddle Farms), for example, could be much safer (or more dangerous). We cannot tell from the crime stats because Newark isn't reported separately.

No amount of weeping and wailing and wishing and hoping is going to change the fact that OP is no more than an unincorporated HOA subdivision within Worcester County.