If I'm out and about, I rarely think I might get mugged or killed. I think I might get propositioned, leered at cornered, harassed. If any of those things happens in a quiet area, then absolutely I will be worried. Because I've been specifically targeted on the basis of my sex, not my behaviour.
My job used to involve a lot of interaction with rich, middle-aged men (in a sales capacity). Sexism was a gimmee. As was low-level assault - hands on hips when squeezing by - handsy behaviour in general. Constant levels of creepiness and leching.
Men are rarely exposed to that sort of behaviour. I don't think it's any surprise that women are fully aware that that sort of behaviour can be unequivocably imposed, purely on the basis of strength.
Most women have had an example of a man using his strength to impose stuff on her. Whether it's shouting her down, coercing her into sex, or dominating generally.
To take actual murder statistics and ignore this very common experience is disingenuous.
Women are constantly reminded of the strength differential, in the way men aren't.
One in four women are the victim of sexual assault. Statistically that might mean it's someone they know, but low level harassment is experienced almost daily by men they don't know.
So yes, if someone looks like they're going to attack me I might hope that all I need do is give them my purse, but any stand-off will be completely inequal and I am fully aware than I have something they can take from me, that men don't have.