Good question.
It’s a thing that evolved among humans over millions of years. Men evolved bigger stronger muscles, because women are more vulnerable during pregnancy, and infants need their mother to survive.
Making men more available for the more dangerous task of protection and hunting.
So by the numbers, we evolved those roles, because it improved chances of survival for the group.
Males are more aggressive, because it actually help the group to survive short term attacks and hunting for food, and women are on average more cautious because that helps infants and the group survive long term.
It all boils down to survival of our ancestors.