My wife cuts herself pretty frequently with kitchen knives. As with many gender-based criticisms, I'm not so sure this is a female thing as much as it is an attitude thing. Some people are very focused on careful use of manual implements and some aren't.
I get a lot of satisfaction out of working with my hands, and I get a lot of information tactilely, as opposed to visually. I happen to be male, but I've seen women who lean in that direction too.
The adage about dull knives being more dangerous than sharp ones is generally true. Although it's quite possible to dull a knife to the point where it is simply not going to incise flesh, and it's not that difficult to get quality knives sharp enough that they will cut skin with all but the finest touch.
I very rarely cut myself to the point of drawing blood (at least not with cutting tools) but find it much easier to get shallow skin cuts when handling super-sharp knives.
And back to the original question, yes, it makes me very nervous to watch people flail about with blades.