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Because in real life, male pheasants are the colourful beautiful ones, while the females are dull. It’s helpful out hunting as hunters are not allowed to kill females, and only cocks can be shot. The males also tend to have red ‘masks’ on their faces, which the females lack. I’m not sure if this applies to all variants of pheasants, as I used to only rear Ring-necks, but that’s all my knowledge on why.