>It contradicts even the most basic of common sense
It doesn't do that at all. The most obvious example of this is unemployment. When men lose jobs, they are at much higher risk to slide into social isolation, drug use and even suicide. Anti-social behavior among women in those situations is much less common.
Young men without perspective likewise are much more likely to turn towards extremism, violence and so on. Most 'incels' or shut-ins are men. Most violent criminals are men, most gang members are men.
Men, especially young men are much more vulnerable to exhibit maladjusted behaviors and that's both backed by common sense and data.