I do. I am single and live alone and have been that way much of my adult life. If I wasn't prepared to go out alone on foot, or on public transport, or in taxis, I would never go anywhere. If it happens to be late, well, I still need to get home to my bed. I've done it everywhere I lived, and also in a lot of places I've been on holiday. I travelled half the world alone. That doesn't mean I go down every dark alley, and I'd avoid uneven ground mostly because I'm likely to end up tripping over.
I'm single. I could also be at risk when there are workmen in the house, or all sorts of other places where I have to deal with people alone, but most people are okay, and I still need to live my life.
The only people I know who were randomly attacked in the street here were three male friends together after pub closing, some other blokes just looking for a fight. And a guy back where I grew up was attacked by another guy we all knew from school (in a small town, you know who your attacker is.)
I once helped a man pick up his very drunk friend who was trying to lie down in the middle of the road. I was with a group, but I reckon it was much safer for me to have done that than the guys I was with, because the drunkard would have reacted with hostility to an unknown man trying to move him.
I grew up on a farm. The biggest risk my mother warned us of was poachers, and if we tried walking home through the woods (where the footpath went,), they might shoot us if their lamps reflected on our eyes, mistaking us for an animal. That always seemed a more realistic risk than a stranger attacking me randomly, so I didn't do it.
The thing I worry about most when I go out alone is if I had an accident, would anyone find me in time to get help before I died of hypothermia or something? But I have the same risk at home. I could fall down the stairs and no one find me for weeks. (I hope work might do some sort if welfare check after a day or two.)