It’s not about that female thing, or at least rarely so.
86% of the time when it was diagnosed as menstrual bleeding, the cause of the anemia was actually gastrointestinal bleeding.
Note that taking iron supplements doesn’t cure your gastrointestinal lining; it’s a bandaid for the wrong problem.
Also, if you’re low on ferritin (iron transport protein), you can actually directly supplement it, which is what I do. (For vegetarians and vegans, sorry, it’s an animal protein, so there is no animal-free option for that particular supplement.)