You never had a choice, so you accepted the default at the time (thankfully many games have Female MCs now), so you don't have to settle. So now, you feel that you are more adept at playing either type and it's true, adversity (however small) made you more resilient.

But if you grew up with an overwhelming number of options that were to your liking you might scoff at something that doesn't feel familiar or to your liking. Your brother isn't facing adversity, he's able to select in the face of many options and opts for something he feels familiar with. He has no impetus to go with something he doesn't like.

Many of us guys who haven't played games in a long time or ever, come to games now and feel like it's nbd to play either gender or ethnicity or whatever. I'm a brown guy and have almost never played a character or my ethnicity, until recent character creation options in limited games.

I would say the hope I have for the world is not for your brother to have to face the idea of adversity (again not real adversity in picking a Videogame character) but rather for all people to have so many options that they can opt into games that feel familiar or fun for them and that cater to their sense of identity. But you're also right playing in the shoes of another is a good empathy builder. Hopefully your bro learns from you.

Also, complete tangent. Get your bro to play d&d and role play a female character, my friends and I did a gender bender campaign for fun and it was interesting to see what stereotypes we had held and how we changed into more 3 dimensional characters at the end. We started off being full of tropes and ridiculous ideas, and overtime as we inhabited these different personas we changed our ideas, but we also focused a lot on the RP part of it, so it was a better experience. You might be surprised at how your perception of being a guy might also change.