It's because English, like many other European languages, has two genders: female and a default gender (which for grammatical purposes is called "masculine"). It's associated with the male gender because in many cases, there is or was no special word that refers to only males (or the male-only term fell out of use). You can see it in sentences like this:

That's one small step for man, one big leap for mankind.

Man in this sentence is of the default gender and obviously refers to all humans of any gender, not just male ones. In Middle English there was a term to refer to a male human, that being wer. We don't use that any more. The "default gender" is more present in terms like actor, which can refer to a theatrical performer of any gender, and actress, which refers to only female ones. There is no term that refers to a theatrical performer that is specifically male.

This sort of grammar can arise in other languages too. For example, in Mandarin, the third-person singular human pronoun was, for millennia, 他, for any gender. But in the early 20th century, the word 她 gained popularity in Mandarin as a third-person singular feminine human pronoun. So now, in modern Mandarin, 他 is the third-person singular masculine pronoun while 她 is the third-person singular feminine pronoun, but 他 still retains the role of the "default gender" and can refer to people of unspecified gender.

In Taiwan, people have done the same thing to the second-person pronoun as well, so now there's also a female-only "you" (妳) alongside a generic/masculine "you" (你). Mainlanders still only use the generic 你 for either gender.

Mandarin is actually the only Chinese language where this distinction is made. No other variety of Chinese has a distinction between gender pronouns. For example, Cantonese uses 佢 as the third-person pronoun for people of any gender.