I would liken it to my experience as a straight white female; while I have always 'constructed' myself as an ally to WOC and LGBT causes, I figure I am never going to get that stuff 'right', because it's not my experience.
If I well-intentionedly say or do something that isn't helpful, I would expect a gentle (or not) putting right without agonising over or invoking NOT ALL STRAIGHTS/WHITES. Isn't that perfectly reasonable?
Therefore I expect no less of men, whether allies, those who are ignorant of the privilege they carry, or, indeed, class enemies. But I do agree: this is not something that can happen without pain.
Tough though it is, given our socialisation, as women we need to shrug our shoulders at the pain caused by the shaking of privilege, and move on with our task.