I don't think women actually do have advantage in gymnastics with the exception of bounce moves, that involve open leg bounces, where the crotch hits the floor and rebounds (I think for obvious reasons). Or certain moves where extreme higher end flexibility is involved. But a lot of gymnastic elements and even entire disciplines, are based off leg and upper body strength, so there are numerous gymnastic elements/fields that males are innately better at. I do gymnastics/acrobatics at an amateur level, so I see it in action all the time.

As for the smartness of spending a lot of time working hard to get good at a 'sport' for no real reason, well it's extremely fucking pleasurable. My mental health has never been better. My mental health has actually pretty much always been fine and I'm someone who finds regular contentment even when everything is shit. But with constant exercise and physical goals I'm nearly always happy. No matter what else is going on, my main emotion is a steady happiness with regular bouts of elation. I'm pretty sure humans are meant to be very physical and in a world where it's easy to be sedentary, sport of some sort is probably essential to most people.

(I also get to see some extreme cognitive dissonance in action as everyone I know in the online gymnastics community agrees that giving young gymnastics girls Lupron to delay their puberty will fuck up their long-term health. While a lot of the same people 'support trans-kids' and campaign against any legislation that might limiting access to Lupron for those kids.)