You can choose your response to such things. Annoying, sure. Uncomfortable, sure. But that's life. At a certain point you have to just accept that things like the comment in the GP (which, to be clear, is the behavior I'm talking about here, not actual sexual harassment) will happen to you as a woman, and you can either get upset about it constantly and view yourself as a victim, or learn to accept that that's life.

People who are not women have to deal with such things as well, as a sibling commenter pointed out. Short guys, fat guys, skinny guys, they would all get picked on (in a friendly way or otherwise). The difference is that society will not tolerate them whining about it. Women won't care and men will laugh at them. So they suck it up.

It's frustrating when people say "just talk to a woman", as if all women have the same perspective on this, or women are the only ones who experience it. It's itself a sexist thing to say. I know women who don't have this kind of victim mentality and they're happier for it.