Because society. Mostly. There's a long history of gender roles pretty much everywhere. Gods only know how they came about (and they vary and at-times invert depending on the culture, which basically equates as hard proof they've no or little inherent weight.), but they're there, and most people can't be arsed to go beyond them, or have had the roles so heavily hammered into them by their culture that it's basically ingrained. Fighting that kind of training is an absolute vicious conflict.
Plus it's a lot harder to be just human. Male, female, that sort of thing gives you certain set behavior patterns, certain set goals, etc. They basically allow you to fit yourself into a mold and autopilot large amounts of your behavioral patterns, and do so in a way that interaction with other people is much more reliable (You're working from similar axioms, basically.).
"Just human" takes a lot more of a personal, existential, laying of groundwork to get functioning, and a lot more effort to maintain, at least until other sorts of axioms come into play or are laid down between people. Self-identifying as human instead of "Male, female, <insert other role>" takes a great deal of training, really, and immense self-reflection if it's not something taught from a young age (Which, again, gender roles are massively prevalent in most cultures, so it's generally not.). It's not helped by our biological focus on (relatively) small groups and in/out group recognition.
And... and... ... and it's one o'clock, this is a massively complicated subject, and I really need sleep. I'm leaving the ramble as is, I think. Just human would be a lot better. We can find meaningful things to draw in/out group distinction around and establish regular social norms in relation to, not stuff as damned pointless as (lack of) dangly bits. Biggest hurdle is getting the majority of the human species to actually realize how damned pointless it is. Most (absolute majority, here) don't.