I'm not really understanding what your group did to instigate the conflict. It sounds like the guy in your group didn't back down, but I don't understand what you think the women should have done differently. Just worried more? Panicked? Fled? I'm not really sure how any of those choices would have helped the situation.
I think it's a really bad idea to go around starting fights, but I also think it's not smart to live your life in fear of the worst possible outcome. Road rage is a real thing but it's still a fairly remote possibility, usually, that somebody is actually going to shoot you.