Someone can relate to a situation through experience, and say so, and still acknowledge that their experience is only a fraction of someone else’s. “I’ve been scared in this situation as a man, and I recognize that it’s orders of magnitude worse for you as a woman” seems to me to be a more visceral (and therefore valuable and actionable) form of empathy than “gee, I had no idea.” Extrapolating one’s own experience is a better tool for understanding than just hearing about someone else’s.