There are areas that when I walk I feel on edge, being male does not provide carte blanche to wander around freely without fear or risk.
Of course it doesn't. But it means the risk is lesser.
Which is why whataboutery on this topic is so damaging, even if not your intention.
There are areas where you as a man feel on edge.
A woman would feel on edge in those areas too.
And many, many, many more areas where you would feel comfortable.
Like walking down a high street in broad daylight and knowing you're likely to at some point have a man make a comment about your appearance that makes you uncomfortable and / or vulnerable.
Or walking home from work in well lit streets and still knowing that at least every month or so, a man shouting something at you out of a car, or pulling along next to you in a car trying to engage you in chat while you decide weight up whether a 'fuck off' is too risky but also know any engagement, even "no thanks I don't want to talk" is taken as a go ahead for them to continue trying.
You as a man feel scared sometimes, with good reason and sometimes due to previous negative experiences. Nobody is denying that men are scared sometimes, with good reason and sometimes due to previous negative experiences.
Women like me are begging you to understand that we feel scared much more often, with good reason and almost always due to previous negative experiences.
Nobody is taking men's fear away from you or saying it's invalid. They are explaining the unique experience of fear as a female.