This is where the fact that any individual belongs to a whole lot of different groups enters the picture: the effects of a disprivileged group membership can more than cancel out the effects of a privileged group membership. For almost any group that is privileged on average would you be able to find members who in sum are less privileged than members of a disprivileged group. The only way to make sure that you end up with a truly privileged group, is to define the group by the members being privileged in some way; in which case gender, skin colour and similar categories are too broad and arbitrary.
To give an example, a foreign male can easily be less privileged than a native female (no difference in physical appearance between the foreign male and native males is needed).
In terms of the so-called male privilege, it is interesting to note that in almost every country (including Afghanistan and Saudi Arabia), female life expectancy is higher than male life expectancy, typically by several years.
You'd expect disprivilege to have a negative impact on health, so why does the supposedly most privileged gender end up dead earlier? On the surface, it does in no way add up. This is obviously not to say that women in countries like Afghanistan and Saudi Arabia are on average disprivileged in many aspects, but it is to say that men in those countries (and almost any other country) may be disprivileged in aspects that have the potential to shorten lifespans; which would be a fundamental disprivilege.
I guess I wasn't clear enough: I am using the biological definition of gender (which some people insist on referring to as sex), which is based on the production and/or presence of germ cells.
This most basic definition describes something that is invariant with culture, even when given some natural extensions in the case of infertility (if you had what looked liked egg cells or sperm cells (and were fully capable of delivering them/having delivered to them), but were incapable of producing offspring with other humans due to an incompatibility of the germ cells, you'd be neuter according to the most basic definition; as biological gender forms a pairwise binary by compatibility of germ cells and delivery mechanisms (or, in theory at least: a higher order system, such as a trinary or a quaternary)).
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