we don't separate by gender other intellectual pursuits, e.g. best author, best director, jeopardy winner, etc.
[edit] Just checked Wikipedia, and it turns out Chess mostly isn't separate by gender so I stand corrected:
The majority of chess tournaments are open to all participants regardless of gender. Very few, if any, international tournaments are restricted to men, but a few are restricted to women, most prominently the Women's World Chess Championship and the Women's Chess Olympiad.