Yes, women can be stronger than men, men can be more flexible than women, but...

There's a difference in the biochemistry of men and women. Men tend to grow muscles, muscles meant to give raw strength, easier than women. The skeleton differs as well and thus, men and women do not have the same flexibility. It all depends on the puberty, bone growth, and so on. Men and women are not equal. That doesn't mean one is weaker than another, or anything, but they're not the same thing.

Then, why do lalas have the hole as well, and why do roe too ? First of all, we don't know much about the bone structure of roegadyns, or the lalas'... Maybe there's differences as well, maybe there's not... But closing the hole for a race or another would use too much storage space. That's a hardware limitation, not a lore point, and that's sad, but we're always under the limitations of the game.

And that's basic statistics. Maybe they tried closing the hole for both, closing it for both, and they came to the conclusion that giving a hole to women and not to men would be less dangerous. Men and women can't fight the exact same way, most of the time. Yet, they're still doing the same job : Dragoon, because the differences are subtiles, but they do exist.

And even if this is not a DkS forum... Sieglinde is hardly the most powerful as well... Yes, she achieved to get there, but Tarkus (not sure of his name) achieved to arrive in Anor Londo without being an undead either... There are many characters impressive, but the most powerful of them all is clearly Artorias.