There are problems that disproportionally and overwhemingly affect a gender. These arguments are often used to show how one gender has it worse than the other for that particular aspect, phrased as "X is n times more likely to happen to us compared to your gender", "X is m times worse when it happens to us" or "the vast majority of X's victims are our gender".

You could cite many examples of X, including things relating to sex, relationships, employment, violence, crime, justice, societal views, etc.

So whenever the opposite gender cites X to imply that you should feel grateful that X doesn't happen to you as much as them, how grateful are you for that? State the example for X you choose in your comment as well as your gender.

To feel "grateful" is just acknowledging that X does indeed affect them more than you, and consequently feeling relatively relieved and lucky because of such.

You could also cite X for the opposite gender and state how grateful you think they should be (although I'm more interested in the first question).