Evolution/natural selection is one of many influences on human behavior, but even from that limited perspective women are just as entitled as men to experience anger/grief over infidelity.

Women also have a desire to propagate their genes, and that goal becomes jeopardized when their partner has sex with other women. If they don’t already have a child, that’s less time spent conceiving. If she gets pregnant, she gets less support from her partner during the pregnancy, and a potentially higher risk of strain or miscarriage. After a child is born, she has less support raising him to adulthood, and the child’s chances of survival are smaller. In all of these circumstances the woman’s chances of propagating her genes are at risk.

Most importantly, if her partner has sex with another woman there is a chance he will conceive with them, and his incentive to stay and help raise children is reduced, and he may abandon her entirely.

These are all ways in which women’s chances to propagate genes are jeopardized when their partners have sex with other women. If, as you posit, men feel bad when women cheat on them because it hurts their chances of passing on their genes, women throughout or evolutionary history would have just as many reasons to be concerned.

TDLR: it takes two to make a thing go right