Not sure if anyone realizes this anymore, but 'that's what she said' is a shortening of "that's what your mother said" - a generic jokey insult (sleeping with someone's mom has been a way to show someone up since the old days). It's not really saying anything about women in general with the "she" - it's referring to a specific 'insult' that's been around for ages.

I wouldn't consider 'that's what she said' to be a sexist comment at all, but if others still do that's ok. Just a little history : )