Suppose that you noticed a student saying a sexist remark to you, and the student is completely unaware of it. In the spirit of fighting sexism, I feel that I should maybe say something. But on the other hand, as a person on the higher end of the power spectrum, I feel that I would be bullying the student if I were calling him out on his sexist remarks (which he is probably not aware of).
If I witness a student engaging in a sexist behavior, should I call him/her out? How can I do this without making the student feel intimidated? What would be the professional way to deal with such a situation?
My question is:
If a student commits a clear sexist behavior in front of you, will you call him/her out? If so, how will you approach it so that you don't appear patronizing/bullying?
(I made a major edit, because many answers addressed my "background" story rather than my actual question. I do not see any satisfactory answer that fully addresses my question.)