To generalise your question: Why do we need any differences in anything. Why we need multiple languages, cultures, races, etc. (Off course, this isn't something we could alter overnight, or if we should even contemplate altering, but just using it as an example)

I think we are all about information. Some information works better for survival of a species than other information. The knowledge that helps better, helps flourish. Bad knowledge dwindles the number of specimen. In effect, better and better information is passed down generations. Different cultures, languages, genders have different perspectives, ways of thinking about different things. More the variety there is, the more possibility is there for new thoughts, and different mental models. And the more the differences, the better are our chances of survival. Men have a different way of thinking about a lot of things than women (consider the choice of games in childhood). And so, I think, having both genders survive is better for our species than just one :)