I see Stephen's points but totally agree with Chris that it's different for women while traveling alone!
It could be pretty interesting for men too specially if they find themselves the next day with a kidney missing. It is known to have happened in certain parts of Asia. just because you have been lucky a few times does not necessarily make it safe.
It is very important to be truly aware of the environment you are in and act accordingly when dealing with the environment, including the people around you, and commensurate with your own risk tolerance. There is nothing to be ashamed of for being risk averse. Some people get their kicks by taking more risks for more thrills. Others don't. Know yourself and act within your comfort space. Typically on most Asian intercity trains it is common to share sleeping accommodations though in more of a section like setting more often than in a Couchette like setting. Couchette like setting is not uncommon and they all are pretty safe. It is when you go off the beaten path that things may start getting dicey.
Interestingly, several women that have made it clear that they will never again travel alone on Amtrak Coach overnight trains, said their reason was the lack of separating armrest in Coach and the fact that they have repeatedly faced what they considered to be some creepy men tried to and insisting on starting up a conversation with them even after they were told in no uncertain terms to get lost. At least two of them commented further upon me digging deeper that in their experience such is very rare on planes and a little more common on buses. I was a bit shocked to learn that Amtrak overnight trains were considered to be almost as creepy as buses, but I can see their point. Some of them like to ride trains but have forsworn traveling on Amtrak alone, which is kind of sad. But such is the world.
Coming to think of it, I don't like Amtrak Coach on LD trains either, but my reason is different. When I am traveling alone the coach attendant and conductors seem to take a perverse pleasure in shuffling me around to the most undesirable of seats ostensibly to accommodate others more deserving of the better seats for various reasons. So I am pretty much done with i and will not travel by Coach overnight any more.