https://en.wikipedia.org/wiki/Women%27s_fear_of_crime

Women fear is reverse correlated to likelihood of it happening (lower chance = more feared)

Some studies suggest a fucked up reasoning behind it: "if rape is rare, then they [women] feel more disgust to victims of the rape than if it was common".

Some scholars tie that reverse correlation to perceived lowering of social standing and attractiveness (as in the victims of crime stand out negatively compared to other gals). (Tbh this makes more sense).

(And other reasons but those two are most likely to have people click on the Wiki article to read more)