Generalisations exist for a reason. There's no need to point out that there are exceptions. When you want to highlight that your comment's universal, you say "All children", for instance. Generalising to "Children" implies "Children in general, for the most part, usually".
Everybody knows this. So there's no need to specify "NOT ALL MEN" each and every time anyone makes a general observation about men, goddamit!
You don't say "Not all dogs [have four legs]" or "Not all ice-cream [is cold]".
Having a penis doesn't make you especially vulnerable to generalisations. So grow up, please, and accept that YOU or your DH are not "all men" - general comments aren't intended to single you out. And if you feel like they are, you're a bit thick, not to mention narcissistic.