You mean there might have been something else like nail polish, and people evolved a preference for that? But what would that have been? Some meshed up leaves people put on their finger nails?
Apparently there is something like a preference for being a woman, and using nail polish can be a proxy for that. But my point is that it is most likely learned that nail polish has something to do with being a woman. And the mechanism is not "I wish I was a woman so that I could use nail polish", it is more likely "I wish I could be a woman, and nail polish makes me feel like one".
Nevertheless, I am also not a biologist, just making things up. But I think some basic logic can be applied by everyone.