In other mammals, from hedgehogs to horses, brains are able to fully develop before birth, whereas in human beings, the brain must develop after birth to a much larger degree. While it is easy to confidently call ourselves the most advanced species on the planet, that isn’t necessarily true at the moment of birth.
Women go through many difficult things that men have no idea the feelings of. Women have to go through periods and the ability to be pregnant whereas men only have to deal with their penis which isn't really much of a "difficulty" compared to what women have to go through.