On the other hand, it is incorrect to say that it is better to be a boy, objectively speaking, because of the brocha of Shelo Asani Isha. That does not follow logically. All that brocha tells you is that it is better for the BOY TO BE A BOY.
Obviously, Hashem chooses which neshomos to become boys and which neshomos to become girls. The boy neshomos are made that the better circumstance for them is the one where they have greater potential for good but also greater potential for bad. The girl neshomos are made that the better circumstance for them is the one where they have an easier time achieving good but less variance.
In short, it is better for boys to be boys and it is better for girls to be girls.