The world of baseball was very tight in the 1930's with the role of heroes played by Babe Ruth and Lou Gehrig. The reputation and appearance of these two players was important to maintain the legend. The position of female athletes was not accepted during this era and it would have ruined their careers to be taken down by a female pitcher.
Both players already had great reputations and careers. One exhibition game would not have changed that. A lot of people would write it off as "she got lucky" rather than she was actually very talented. No one at that time would have taken it seriously if that information got out.
Not only would it not have ruined thier careers, it might have moved the women's sufferage and equal rights movement ahead a couple of decades. Instead we are only hearing now just how talented some female athletes have proven themselves to be when they go up against men who are pros.
Babe Ruth and Lou Gehrig would still be remembered as great baseball players, even if the fact that a 17 year old female pitcher struck them out. This was in 1931, and both had already put up incredible numbers that would lead them into the Hall of Fame. Although it would be splashed all over social media, people would have given praise to the pitcher rather than disparage Ruth and Gehrig at that stage of their careers.