Your headline made me chuckle. Some of these have affected me, but others not so much.
There have been routes I ran where I did worry that I might be a bit too isolated. I think a guy could worry about the same in terms of being mugged - though I guess what are they going to take but his expensive sports watch.
Now, during Covid the whole dynamic is upside down for me. My husband and I are almost always going to run together, or where he at least knows exactly when and where I'm running and I HOPE no one else is there, so I don't have to factor in other people's location for socially distancing purposes.
I've had both men and women as regular running partners at different times. When you run with someone a lot they often share fairly personal info. That's how I know one concern that men have that we as women never do. It's about running during extreme cold and they used the term, 'frozen popsicle'.