According to Osho, when a woman says she is afraid of a man, it often masks the man’s own fear; she may be easing him because she senses his trembling. Fundamentally, men carry early conditioning—mother-dominated households and awe of feminine intuition—so fear arises before understanding. Because motives vary, don’t generalize; ask the specific woman, and honor the mysterious polarity.
She might be saying it to calm you, because men often fear women from early conditioning and not understanding their intuitive way—so just ask her directly.