Impossible to win if you don't fight.
I don't agree that you need to be absolutely certain they can win. They need to calculate the effect on public perception.
Caine has to at least seem to be serious in his reply if he is to survive.
He has two choices: file some paper or get out of the election.
Then this conversation is over, because you are a proven dangerous fool. The OBVIOUS public perception of such a lawsuit against women of modest means would have Cain appear to be a petty bully. He is correct in staying above it unless the case is so cut and dry that the enemy settles quickly.