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OP, keep in mind that we are products of evolutions and its a process that takes millenia, so in order to save up resources we are the same gender inside the womb, same structures an all that, only at a later stage, rn idr, it's checked whether the fetus has Y chromo or X chromo, in the case of the Y chromo, testosterone starts to be produced which tells cells that we are a male baby and then start to modify the genitals for that matter.
Its less expensive biological wise and the reason why males and female share many physical traits, like nipples, hairs, and orgasm buildup system, not to mention the clit gets engorged similar to an erection.