There's also a difference between having no immediate use, and having no reason to exist. From what I understand, sexual differentiation works by having the Y chromosome act as a switch, and both sexes have to share the same blueprint with hormones guided the development of their organs.

For males not to have nipples, they'd need to be actively destroyed, which poses a risk for females to also not have nipples, which is much worse than males having harmless, inactive nipples.