So, what's inherent threat? It's the underlying base _difficulty_ — for lack of a better word — for SOCIETAL survival. This incorporates food / fuel availability, shelter, child mortality, etc. Basically, how hard is it to survive as a stable society?
Inherent threat dictates a lot about how a society views labour, and changes throughout time and space: during the Tudor period in England, farming was becoming increasingly easier, so inherent threat reduced to allow women to steadily withdraw from field work as a status symbol.
...whereas the beginning of World War 1 saw inherent threat skyrocket, meaning for the first time in England since then it was increasingly necessary (and eventually desirable) for women to work in the same sorts of industries.
The above article is a great example of this, as well: before the agricultural revolution, there's just not enough food to go around for half the population to not be diversifying the diet as much as possible. Gathering — whilst typically calorically much more potent than hunting
...has the problem that all it produces is the food itself (bone and hide is far too important to skimp on).
So, women hunted.

Same goes for Scandinavian women up until the 9thC CE, when the age of the Viking brought unprecedented wealth (and enslaved individuals) to Sweden, Norway, and Denmark, allowing the wealthy to focus more on raiding and administration.
But let's bring it back to fantasy settings, for a moment.

How does the inherent threat of a fantasy setting change compared to Earth? Is magic wild and unpredictable? Are the forests filled with monsters? Are the Gods very real and present on the world?
All of these facets would influence how difficult general societal survival is for a fantasy culture.
Keep in mind that inherent threat doesn't equal how threatened people feel: humans are uncannily good at adjusting to new norms of threat, and the baseline of inherent threat would become second nature to your peoples. Monsters in the forest are _normal_.
_But_, if there are monsters in the forest, and it's expected that your village is going to get raided by ratmen, or Chaos worshippers, or whatever, your society is going to shift in how it divides labour. There's just not enough bodies to keep society functioning without it.
Take WFRP for an example: there's _no fucking way_ a setting where near-constant civil and external war exists, that society would view warfare as the province solely of men. For one, military recruiters wouldn't allow it. And even if they're not fighting, women should be as...
...deployed in industries as much as men, because otherwise civilisation collapses.

This also turns to things like Fear of the Other.
Inherent threat influences our conceptions of in-groups (who we consider "Us" or "We") and out-groups (everyone else), by demanding an expansion or contraction of culturally acceptible labour. It doesn't matter if someone looks different, if you're all going to starve to death...
...because you refuse to hunt with them.

When there are very real existential threats which you can literally see if you step 100m outside the town walls... does it really matter who Johan loves, or what colour Wilhelmina's skin in? No it fucking doesn't.
So, next time you want to think about "gritty realism" in your fantasy setting, take into account how the grittiness demands realistic cultural acceptance for inclusive labour attitudes.
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