Always sorry to hear this type of story. Disclaimer: I know you already feel like shit and violated, so I'm not going to rehash the consolations and advice on filing police reports, canceling your cards, doing ID protection, etc. etc.
Rather than arm yourself or spend the prerequisite months (potentially years) it would take to learn effective combatives (and I would recommend against relying upon martial arts classes as there is a difference), see if there isn't a group/class specifically geared towards women for practical street defense. That's long term.
You first mentioned that you usually drive, which I took to mean you rarely take the train, which means you probably haven't developed the sense of vigilance one would have if they regularly walked home at night alone.
Any self defense instructor will likely start with emphasizing the importance of situational awareness, or in plain language, being very aware of your surroundings and potential threats.
You got caught off guard, which is the instance virtually every time someone gets jumped/mugged, because you weren't really paying attention, either because you were lost in thought, looking at your phone, etc.
This is not any sort of judgement, but from the perspective of a mugger, they are specifically looking for victims that both represent a low potential threat, and appear to be unaware of their surroundings (wearing blinders) or distracted.
And I must point out that being armed, whether it was with a bottle of pepper spray, a small knife, or even a handgun wouldn't have made any more difference than if you were trained in combatives because your mugger got the drop on you. At BEST, if you had a handgun (and observed all the legal hoops required to legally carry, much less responsibly and legally use) you would have shot him in the back as he was running away, resulting in a far worse situation than losing your stuff. Plus, if you carry your self defense trinket in you bag and it's your bag that gets grabbed; you see the pointlessness of carrying a weapon.
I realize this doesn't help give you any sense of vindication, but take what you can from this experience the next time you choose to go at it alone on foot.
Pay attention to your surroundings, avoid potential threats and above all, be safe. Stay alert, stay alive.
As for where I'm personally coming from, I am an 8 year US Army veteran, training in patrolling, small unit tactics, etc. etc. in addition to having spent years doing traditional martial arts, combat ring sports in addition to USAR combatives. And I'm just going to point out if I was stumbling home drunk or even just walking home alone downtown with headphones on watching a video, oblivious to my surroundings, I would have been just as easily jumped as you were.
