It's not that dangerous to go out alone at night as a young woman in the west. (That said, I'm neither young nor female.) It just depends on where you are. There is a non-zero chance of anyone being subject to violence outside their home, and yes, it goes up if you're female or otherwise look vulnerable (as in, a nerdy guy would appear more vulnerable than, say, Ronda Rousey, the kickboxer/MMA fighter). And if you appear to have money.
These are things that can be mitigated. Put on a dark hoodie, no one can tell you're a guy or a girl, though the way you walk can give it away, but not everyone is a spymaster who can read your gait. Still, there are things you can do to mitigate danger. Anyone visiting a big city they are not familiar with should be aware of their surroundings, should be very careful using their phone for an extended period of time, listening to headphones/earbuds, or otherwise looking like a tourist. It's not easy to dress rich if you're not (other than carrying a big iPhone, whether it's just the Plus, or the Pro Max), it's much easier to dress poor if you're not. You might recognise Taylor Swift out in public in her dressy clothes, hair done up fancy, high dollar makeup job, jewelry, and whatnot, but if she were just dressed in thrift clothing with her hair any which way and no makeup? She'd probably look like any other young woman (mentioning her since someone already did, in the stalker context). She'd still be pretty, but if she weren't trying to show it, she'd just be a woman like any other. Sure, some of it is internal (her confidence), but a lot of it is external, and she could mitigate that with a fair amount of effort and slum it anonymously. (This was a plot point in Star Wars: The Phantom Menace.)