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Or the danger is severe enough that they're fleeing alone, more effectively than women and children do?
Isn't that exactly the point? For what was traditionally known as refugees, staying was more dangerous than fleeing so young men were more likely to stay and fight while women, small children and old men fled.
Whereas when you are moving to opportunities staying is safe but unpleasant and moving is dangerous but might be very good. So mostly men move alone and then they send for their families once they have secured a place in the new country. Like Europeans moving to America or Australia, and like modern day refugees.