Female insects are often larger than their male counterparts because they need to hold and support the large number of eggs. They also typically do not have help raising their young (with exceptions of hive insects) so they will aggressively defend themselves.
Female mosquitos are a special case where only the females bite and suck blood because they need the extra energy from blood to develop their eggs.
A female mammals doesn’t produce as many young as most insects and their offspring take much longer to raise. Therefore, the most effective reproductive strategy is for a male to be the biggest and baddest to protect a number of females under him. This requires fighting off any other males.
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