Sh'lo Asani Isha

from the addendum to the Rabbi Joseph Soloveitchik Siddur

שֶׁלֹּא עָשַׂני אִשָּׁה...שֶׁעָשַׂנִי כִּרְצוֹנוֹ - The Tanna Rabbi Meir instituted the recital of the  ברכוֹת השחר. In Rabbi Meir’s time the study of Torah was prohibited by the Romans, who executed any man who studied it since they recognized that Torah study kept Jews from assimilating. Women on the other hand were generally spared by the Romans but were instead taken into captivity. Through instituting this blessing, Rabbi Meir expressed gratitude to God for being a man and therefore having the privilege to sanctify God’s name in death. The blessing of שׁעשׁני כרצוֹנוֹ was introduced by women in the Middle Ages, because during the Crusades men and women were massacred alike. Women now shared in the privilege of dying al kiddush Hashem, sanctifying His Name, and therefore instituted their own blessing. 

(R. Isaiah Wohlgemuth, Guide to Jewish Prayer, pp. 59-60, said in the name of Rabbi Soloveitchik)

My edition of Guide to Jewish Prayer has this explanation on pages 45-6. 

Full text there:

"All Jewish men must observe the positive time-bound commandments. When Jewish men and women say  שֶׁלֹּא עָשַֽׂנִי נכרי

 ('Who has not made me a gentile'), they are thanking God that they have more than the seven Noachide laws to fulfill. When Jewish men say שֶׁלֹּא עָשַֽׂנִי אִשָּׁה ('Who has not made me a woman'), they are thanking God for the extra commandments that they are obligated to do. They are not supposed to feel superior to women by saying this; rather, they are supposed to overcome any resentment they might have because they have the burden of extra obligations.

"Many women feel uncomfortable about the men's blessing. In the Middle Ages, women gave expression to this discomfort by adding the blessing שֶׁעָשַֽׂנִי כִּרְצוֹנוֹ ('Who has made me according to divine will'). Many years ago, Rav Soloveitchik noted that Rebbe Meir taught us the blessings of formation. Rabbi Meir's wife was Bruria, a most extraordinary woman who was a scholar in her own right. Whenever she felt that her husband was wrong in Talmudic learning, she hold him so, and he accepted her word. He clearly did not view her as his inferior.

There is another historical reason that Jewish men said this blessing, again relating to the need to learn not to resent an extra burden. The Romans forbade the study of Torah because they knew it prevented Jews from assimilating. The Romans executed any man who was caught studying or teaching Torah. Rabbi Akiva was murdered in those days, as was the father of Bruria, Chaninah ben Tradyon. Women were frequently captured (such as Bruria's sister), who was put in a brothel), but they were not executed.

Women as well as men became maryters during the first Crusade, however. When the great communities of Worms, Speyer, and Mainz were massacred the Christians did not make any distinction between the men and women. All were massacred equally.

When Rabbi Meir saw what happened to his father-in-law, he introduced the blessing for men. He was expressing gratitude that men were given the "opportunity" to die for God. When the Crusaders in the Middle Ages started massacring all Jews, including women, the women introduced the blessing for women, because they too now had this "opportunity."