In my experience, this is a pretty darned common response. While I'm not sure I can give you any good comebacks, I can say that in my 2 1/2 years living as a man, I've noticed it's actually far tougher to live this way.
As a "girl," people always assumed I was kind and gentle, even when I was being a bitch. I got jobs quite easily, despite looking butch, because jobs in retail are often (in my experience) given to women over men. When I got into an altercation with a girl, it would be an argument between the two of us, and no one else. When I got into an altercation with a guy, the argument was dead in the water. No physical threats were made toward me, regardless of how hostile I was toward whatever guy in question.
As a dude... everything I say, even if it's entirely honest and spoken in what I believe to be a kind manner, is taken in the worst possible way. I can't get a job in the female-oriented arenas I used to, despite my lengthy experience in the field. If I have an altercation with a girl, any guy nearby has to get involved with maximum machismo, regardless of whether the argument was something as simply as whether 2+2 equals 4 or 5. The second a guy gets involved, whether or not my problem was with him in the first place, things get threatening and physical. I'm a pretty passive guy... I don't like to fight. It's not too fun when everything turns into one.
Trust me... it's not easier to be a guy, especially when you've lived as a girl for so long. Sure, perhaps men get ahead in business... but that's about it. People who say any differently are simply ignorant.
SD