Caporegime
Well, depends how you look at it.
Personally, given the choice I would prefer for me to be making a short unaccompanied walk in the dark to my car than my female colleagues. I don't feel unsafe when I do so, whereas I know many of them may do.
And I understand that. As a man, I know that most people I bump into aren't usually a particular threat in any individual sense. For most women, at least 50% of people (i.e. every man they see) are going to be physically stronger. That changes a lot of the dynamic of how you see potential threats - something that's not necessarily easy for men to understand.
Yet you're assuming for a woman most men are a threat. Another classic example of sexism.