My, best guess, is it has to do more with fighting each other on a social level and homeostasis on a biological level. Being male, they were already dedicated to testosterone over estrogen. Estrogen assists in fat stores more than testosterone. But that fat layer also acts as a protective layer against cold. Men don't have that, which means they need another mechanism to help maintain homeostasis. Denser and thicker musculature would do that and they already had the biological components to evolve that way (testosterone production via that Y chromosome).

Their other option would have been to evolve back toward growing fur. Turns out, that's a little more complicated, evolutionarily and genetically speaking. Plus, there were probably some evolutionary pressures against that at the time.