Most animals, including humans, are "hard wired" with an innate "decider" in the mind that instantly makes a fight-or-flight decision under duress. We usually automatically fight against a weaker opponent, and fly from a stronger one. An armed opponent is usually considered stronger by this "decider," so an unarmed person usually will attempt to flee. That's why many attackers use loud voices and forceful words at the onset: it serves to confuse, and thus "freeze," the victim, and interrupts the flight impulse.
It is frequently useless to discuss self defense with someone who is unwilling to look at the subject with a mind open to real-world situations. If you want to pursue further discussion with your female co-workers, ask them to imagine being attacked by anyone bearing a gun, or by someone stronger than themselves bearing a knife. In those cases, would they still want only a knife as self protection?
This is a fruitful course of contemplation for yourself, too. How would you handle those threats?