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It actually is not very odd for there to be a difference like this. Given that there are only two sexes, there only needs to be one hormone which is sex determining in that way. Having two in fact could have strange effects of its own.
Sex determination in placental mammals turns out to be really complicated, which is probably why there are so many intersex conditions. It's much simpler in marsupials, which is why male kangaroos don't have nipples. (Where would they keep them?)