Chiming in with the chorus.
It's not only OK for you *not* to train with that person, (for clarity I'll refer to him as Filthy Slimeball) but it is *not* OK for him to train with anyone else at that dojo. No matter what the specific circumstances, he betrayed a very basic level of trust, one frankly far baser than those required to train safely in a dojo with other people. Filthy Slimeball should be banished.
If your instructor knows about this event and hasn't banished them (or beat Filthy Slimeball to a bloody pulp, then banished them) you shouldn't even consider going back. Given their wacky opinion on sexual assault, I'd say pack it up. A dojo is a place to study the way, not a treatment center.