Or rather: given the massive and ancient sex-specific selection pressures we evolved under, why have men and women turned out to be of basically the same intelligence?
Being intelligent has a cost, in terms of energy that can't be spent on other things. To oversimplify a bit, species only evolve features that really make a difference. Too much or too little of something tends to get evolved away.
My intuition is that being a woman required more intelligence than being a man, in the evolutionary environment (raising children and managing social relations seems a lot more complex than coordinating to hunt and fight). But whichever way your intuition runs on that, isn't it weird that it's turned out to be pretty much exactly the same?