Myers-Briggs scores people on several dimensions. They chose to label one of those dimensions "thinking-feeling". But that doesn't mean that the test is actually discriminating between "thinking" and "feeling" as we commonly understand those words. You could just as easily label the "thinking-feeling" axis as "detached-involved" -- but then it would obviously be irrelevant to the claim that "women feel, while men think".

This is one of those cases where details matter: psychometrics are not simple.