yashrus – I don’t think that is the correct explanation. It is a shame that people don’t know the real explanation, and instead have no choice but to answer the national media “I skip that one” for fear of insulting women.
We are thanking Hashem for giving us mitzvos to keep. First off, we say Shelo Asani Goy. We praise Hashem that he gave us more than the 7 mitzvos he gave a goy. Next, we raise the bar, “Shelo asani Ohved”. We praise Hashem that he didn’t make us an Eved Canaani, who is chayav in mitzvos (like an isha). Finally, MEN add “Shelo asani isha”, praising Hashem for the full gamut of mitzvos that men are chayiv to fulfill (as opposed to women).
Bonus question: What then does the bracha of “she’osani kir’tzono” accomplish?