The developers literally watched snuff films (or, at the very least, videos of horrible real life violence) as inspiration and, considering what we've seen so far, the game will no doubt be filled with brutalisation similar to that. Lets not forget that the game's second trailer was a contextless cutscene that just showed who-we-now-know-as-Abby getting tortured and nearly hanged.
As for whether women characters should be immune; no, they shouldn't, at least not in logic alone. However if a woman says that they're uncomfortable with it then you should listen and not try to question or downplay it. At the end of the day every single thing in a game is the result of a choice made by someone in real life, and as such we should be asking ourselves not "what should make sense in-universe," but "was the developer right to put this in?"
Not pointing at you in particular but there's been too many instances around, especially in this thread, of otherwise 'good' people suddenly trying to shut down and minimise the voices of marginalised groups because they dared to criticise or express concerns this game. It's tiring for sure, and I feel really alone in trying to call this behaviour out :(
I remember that stuff, about ND devs watching snuff. I guess I just view it in my own way when it comes to how game portrays that kind violence. Glorification of it is big part of it for me when gauging it as in sense all action games do deal with snuff. For e.g. how latest Tomb Raider games glorify and really highlight in very graphic way every gruesome way they figured out for her to die is very snuffy and tacky. There really is no good reason to do slow-mo death scene that lingers and zooms in on Lara e.g. being impaled by multitude of spikes in graphic manner.
In comparison Abby vs. Ellie fight is tame in my eyes and is person receiving severe beating, nothing we haven't seen in many games before. Graphical progress does add to effect of the scene.
I don't remember much if anything from TLOU 2 trailers so maybe I need revisit, but I would apply to them same thinking as to cases above. How game deals with violence it's showing. One of those things that will be interesting to find out, have ND found that line and not crossed it so e.g. torture of Abby doesn't become just glorification of that kind violence and just to show off it?
My intention isn't to tell anyone that they have no right to feel in certain way about this kind topic. I do hope they have made wide take on how these kind scenes make people fell and weighted those vies and opinions when it comes to implementation and use of these scenes.