This is one of those instances where it must stink to be a female. My wife and I both do triathlons, but she does not feel safe training in the same places that I do. (I'm 6' 5", she's barely 5') I never give this sort of thing a second thought and have had some of my best workouts in places and at times where/when she couldn't go on her own. Thankfully, our kids are getting old enough that we can leave them home alone for a while (or with a neighbor) so that my wife and I can train together. We don't go the same speed (she's faster in the water, I'm faster on land) but we're both happy to accommodate just so we can train together from time to time.

Don't take too many chances, it's not worth it.