In much of Europe and North America, female toplessness is legal. As for why women don't take advantage of it when exercising, breast movement varies from annoyance to uncomfortable and throwing off momentum depending upon size. As a result, many women exercise wearing what is most convenient: a sports-bra top. However, concerns about harassment are sadly valid.
Women are the majority of voting age adults, but they aren't a homogeneous group voting exclusively on gender. 45% of women voted for Trump in 2024.
As a male who exercises in high heat on occasion (35-38c), I have never once thought that I'd rather be naked. I wear breathable, light colored clothing. I also wear a top. Sun burns aren't healthy.