Actually even though women always ask this question and men answer jokingly:
Having your reproductive organs outside your body (ouch)(more susceptible to injury)
Getting a hand shoved up your ass at age 60
Tons of diseases being carried on the y chromosome (also shortens lifespan, even if there are no diseases in it)
Torsion of male gonads (testicles) is far more likely than female gonads (ovaries)
Etc.