One of the reasons for which women tolerate pain better than men is that they have to give birth. Even if some women manage to do it without pain killers, it's still not a walk in the park.
The difference I see is men didn't need to be able to tolerate and survive that pain, 'cause they were dead anyway. Women, on the other hand, really need to be able to survive and cope with the pain of childbirth so they can raise their child.
In addition I'm pretty sure I read that on average females have a lower pain tolerance then men. Though it can be changed by training... relatively easily too.