In seriousness, I can understand how it would get old -- and intimidating in the case of the guy following her for five minutes (all the more reason she should have been carrying, although I doubt that's allowed in NYC). But if someone just makes a one-off comment, take it as a complement or ignore it. These professional offended people need to get over themselves.
Did you notice the two pound weights in each hand?
She was armed.
You can kill a person with those.