Wrong. Women do know what they want. The thing is that the advice they give is valid for them and women similar to them. Since we are not a hive mind, there is not a single formula. You would need to learn about a specific woman and what she specifically likes.
The "experienced men" usually know how to approach, and maybe deceive in first impresion. But many times their advice fails and you don't "get the woman". The times their advice fails, many men interpret it as "women doesn't know what they want", not as the failure in knowing what that woman wanted.
To answer your questions:
What do a woman know about handling anxiety? Plenty, because we suffer anxiety for other reasons.
"Handling an overprotective friend" Considering that we might be the overprotective friend and switch being the one approached or the friend depending on the situation, we do know a lot. The key here is, we are protective when the other person doesn't feel safe. Someone who wants to remove protections doesn't feel safe. Maybe try to be respectful and accept that if the friend is acting, is because the woman doesn't like you (or she would be the one telling the friend that everything is ok and to go). If the friend is still there, then she doesn't like you. Accept it and move on.
"What does a woman know about how to deal with an aggressive and potentially violent man trying to intimidate you" Funny, because this is the reason for the overprotective friends you were complaining about. The ones that won't take no for an answer. And the answer is "there is strengh in numbers". If you are with your girlfriend there are two of you and one of them. And you can have friends to back you up.
You might think that women are just like puppets or toys and that when we are on the "receiving end" we learn nothing, not realize what is happening or have any agency. But you'll be wrong. What you perceive as the annoying "bat friend" is a good friend helping out a woman to get rid of someone she doesn't like or even feel is an aggressive and potentially violent man. You might not consider yourself as such, but is all about perspective.
And we do know what works with us, what we like and what we don't. Hint: someone who doesn't accept a rejection is not what we want.
