My guess is that women don't prefer to pay a higher price to get home safely but that's just reality they live in. Also it's an inconvenience to wait longer for a ride so why would they choose that just to spite men?
Also they (women) can probably decide from experience if they usually get harassed by men or someone else and choose to opt in to this program based on that. If it's nonsense then they won't do it because why would they.
Also only 23% of Lyft's driver are women (based on a super fast search) so this actually happens to also help that issue as well indirectly as their demand grows.