Your analogy of a woman coming up to you at a bar would be more accurate if she berated you after you rejected her advances. When (a lot of) men approach a woman and are nice (offer to help when you're moving, fix your computer, pay you compliments) they expect something in the end. If you don't hold up your end of the bargain in their eyes, you get yelled at, accused of leading them on, and yes, things can turn violent. This happens with people you thought you could trust - close friends, coworkers, authority figures. As soon as they realize you will not give them sex, they turn on you. As a woman, it's very disheartening. It doesn't feel like a compliment that the only way a man will want to be in my life is if I have sex with him.

So yes, if a man compliments me in the street I will smile and thank him. But any more attention from that coming from a man and I get uncomfortable. It doesn't feel flattering, it feels manipulative.

It's sad, but it's really just conditioning based on my personal experiences. Hopefully this will give you another perspective to consider.