I think that's rather the point... If the investor were aware of the sexist nature of his comment, it wouldn't be necessary to raise awareness in the first place. Just because something isn't malicious doesn't mean it isn't sexist. It comes across as a diminutive affix.
Yes.
Everyone gets to decide whether things are sexist, whether and when that's a problem, and whether another person having different opinions about any of that should effect the way they act towards that person.
Really, the fact that this is even being focused on as sexism is crazy. In much of the world women are actually being brutally oppressed, and I would assume that the overwhelming majority of people involved in complaining about minor events like this have not and probably never will do anything to address that. So do they really care, or are they just virtue signaling?