I am fully convinced that physical pain does not hurt me as much as other people. I also have a slight ability to do a mind thing with pain and make it shut up, to a large degree.
I don't know about gender differences. I have known people of both genders who seem to be almost totally incapacitated by bumping their elbows on something. I know most of it is an act, but I don't understand it. I would be demoralized if I showed that much enfeeblement from something so insignificant. Maybe the question should be: Who goes into self protective shock first, after a severe injury, men or women? I have seen men continue to function in an emergency and pull friends to safety, after themselves sustaining excruciating injuries. (Ever been to a rodeo?)