It's not a big step from there to say "I don't understand how any woman can walk around her neighborhood alone" or "I don't understand how any woman can walk from the store to her car alone." Women have been assaulted or abducted from store parking lots, from parking garages, while waiting to catch a bus in cities and while walking between their apartment parking lot and the apartment itself. And sometimes they wear tight jeans and low-cut shirts or revealing tank tops too!
We've all been taught safety tips for approaching our car (pay attention to your surroundings, make sure you have your key in hand rather than fumble in your purse when you get there), and that's pretty much true of anything women do that exposes us to the larger world.
There's nothing inherently dangerous in running alone, so long as one takes appropriate safety measures. Most of us assume that anyone lurking on a trail is someone who doesn't run or exercise and we'll kick the *&)@ out of him and run away faster than they can possibly imagine and that will be that.
Nevertheless, I've been running indoors on the treadmill for the last couple of weeks. And if it turns out this guy is a runner, well, I'm thinking martial arts classes. (Packing heat seems like a good way to accidentally shoot myself in the foot. I carry pepper spray on occasion, but I've brought it along in case there's trouble with coyotes, not humans.)