I think it is a medically documented fact that as a result of being capable of child carrying and birth, the average woman has both a higher pain threshold and a stronger immune system than the average man.
With my physiology lecturer hat on: Women have a better immune system - yes. Most disease resistance is linked to the x chromosome, so women have 2 copies, so have better disease resistance than men. Higher pain threshold? No. Men have a significantly higher pain threshold than women. Childbirth? Well, if a man had the same physiological alterations (tendons becoming more elastic, pelvic shape altering to widen the birth canal, and a cocktail of pain-reducing hormones in the bloodstream) that women have, then childbirth would cause less pain to a man than it does to a woman.
Women tend not to like it when I say this to them, but nonetheless it is true.
On the other hand, men probably (certainly) have a much lower whinge threshold in relation to pain.