Policy and mutual cooperation are two different aspect of any organizational culture. The policy is formal and mandatory for all, while mutual cooperation is informal and quite voluntary on the part of individuals.
So, Mr. P. Venu has rightly advised you.
Rather, the fellow employees should better take the lead by themselves volunteering to ensure safety & security of their femail colleaqgues, as they can provide better security than anyone else. Humantarian attitudes, rather than individualism is quite necessary among the colleagues of any organization. That becomes beneficial all the times.
Traversing extra 6-7 KMs every day may sometimes become quite rewarding in one or the other form at the hands of the company itself.