Knee those balls if you can get away with it.
And that's the real trick. You might be able to get away with it, if they're embarrassed to have been taken down by a woman. But since it's probably a person that's known to the woman (this isn't really something that even the worst people would just randomly say to someone on the street, I don't think), the man might come back with intent to actually cause immediate harm. Or might call the cops, and then you're right back to potentially getting arrested.
Yeah, I agree 1000%, the people doing this deserve violence. But 'deserving' something doesn't mean that the law won't come down on you like a ton of bricks. It's frustrating as shit.
Unfortunately, that is probably not accurate either. That kind of threat is not necessarily something that gives you free rein to immediately use violence in order to defend yourself; it really depends on the circumstances that surround it. (And of course the relevant case law in the state that you live in.) But a really, really good rule of thumb is that you shouldn't use physical force or violence unless the aggressor has used it first.
Look, I understand your frustration and fear. I really do. I'm in a deep red part of an already red state (thankfully not Idaho, at least), and this shit is scary and awful. Depending on the outcome of some House races that still haven't been decided, we're looking at a minimum of two really, really bad years, and a lot of non-white people, women, and LGBTQ+ people are going to be harmed. I understand the desire to lash out at the people who are both complicit and actively working for this shitsack future, because I want to also. But you have to be aware of the consequences of taking that kind of action.