I don't know.
Maybe because it seems quite close to the definition
of masculinity ?
I think men fantasise a little more than women, in general. That may or may not be to do with ancient roles in tribal groups. If you were a hunter, you had to be able to "envisage" situations, terrains, directions and so on ... so that could be where the tendency to think about fantasy situations comes in; if you were gathering nuts, fruits and roots, and cooking and looking after the children, you had to be more down to earth, realistic. I'm not saying that's still the case for every man and every woman, so please don't get upset. I'm also not an expert - it's just a hypothesis ...
But the other side is, men are maybe a little more into "engineering", so that side of practicality may also be something to do with it. Many men - not all - feel they can "solve the problem", say with PE exercises, pumps, or even surgery. If we all absolutely knew for a fact that you can't do much at all about it, I somehow think it would not get so much attention. But luckily, we do know that some kinds of intervention could
make a difference. And that is a source of great comfort
I'm just throwing these points in to the mix - I'm not trying to state them as unassailable fact, of course ...