There's something like that in the first volume of 'Astro City', where Winged Victory, who is basically Wondy in most respects, talks about her life, and how she's started a chain of women's shelters that also teach self-defense classes. I agree, it would absolutely make sense for Wondy to do stuff like that - after all, as the ambassador for another country, she's probably the one superhero who has enough legitimate clout to be allowed to do something like that.