You are much more likely to be injured against a knife than you are against a gun. I am moderately confident that I can take a handgun away from someone before they shoot me, given sufficiently close conditions; I am much less confident in my ability to deal with a knife.

That makes the knife scenario an even better dilemma than the gun scenario!

The reason I'm more likely to intervene against a knife is that it's easier to protect the woman from a knife than from a gun. Against a knife, all she needs is some time to start running, but if a gun is involved, I need to actually subdue the assailant, which I can't. After all, he is bigger and stronger than me, and even has a weapon that can do serious damage. If all he has is a knife, though, all I need to do is buy enough time; even if I end up dead, the woman will probably get away.