In a society where women were repressed into a very narrowly defined role with no room for deviation, the other half enjoyed an attitude of "boys will be boys" and could behave "freely" from their perspective, within a less narrow but no less rigid societal constrain.

Women were literally prohibited, or at least severely frowned upon, to embark on a myriad activities that were acceptable and expected for men. Women were literally prohibited from entering many physical spaces, and were expected to be confined to other spaces - like the kitchen, the parlor and the tea room.

I guess it was impossible even for Freud to see how "penis envy" might have been, at root, "I wish I was a man so I could escape this narrow set of rules I was born and peer-pressured into, with no choice by me, I wish I was free" (not quite free, just "less trapped").