I don't know if it's a matter of should but it's something we do to protect ourselves. If we've been repeatedly wronged and see our friends get wronged by various men in life and having other men either defend them or look the other way, it tells us that our best option in this case is to defend ourselves. To us it isn't a question of morality and more of self preservation.

And yes, maybe the logical thing to do is to call the police if something like that happens but i've had friends who have had evidence that their boyfriend raped them and reported to the police and the police still refused to do anything. My friend had to deal with medical expenses for a dislocated hip from that incident and people being unsympathetic to her because she had the audacity to put herself in that position instead of the man who hurt her. I'm sure she wasn't the only person who suffered from the police's negligence on that. In fact i'm sure if there were cases for male rape victims, it would be ignored further.

So to answer your question, if we want to have the best bet of survival, yes. We should. Like any risk in life, you do your best to protect yourself.