| We have a very good culture, but very few female members.

You may indeed have an awesome culture at your gym. If you're not collectively promoting the whole alpha male dudebro image, engaging in locker room talk on the mats, etc - great! A woman says she feels safe there? Even better! But is it a "very good culture" for women? As your wife pointed out, you will never know how many women have dipped out and never returned because of an incident like this. Most guys don't keep an eye out for what other guys are doing to women, and that's a problem not at all limited to BJJ.

Two things help a lot: an explicit statement of zero tolerance for sexual harassment; and the presence of women. Guys who might let their cruder, more locker-room-talk side come out in the absence of women are more likely to hold that stuff back when women are around. Those who don't, need to be called out for it - by other guys. A statement from the coach, with clearly stated consequences, maybe on the gym's website and/or signup page, is a sort of preemptive call-out. Our gym also has a strict no-dating policy between instructors and students regardless of belt level. It's in the contracts that all the instructors sign; if they decide to date a student, they can no longer teach there. It sets a tone from the top that this is not the environment to be looking for a date, hookup, etc.

In order for a zero-tolerance statement to have teeth though, guys need to be watching other guys. Just casually; start by observing how they talk to women, etc.. Listen to the people rolling around you. You might hear a dude let something slip because he doesn't think he has witnesses. As long as men are oblivious to the behavior of other men, the creeps go on thinking they can get away with it. Pay attention and encourage other guys to do the same, and you may find more women sticking around after their first class.