Data source: NCDRISC dataset
Countries with taller people have larger sex differences in height.
This is true even when expressed as a percentage.
Plotted by country:
A little difficult to make out, so I formally tested for regional differences using a regression model. Basically every region has larger sex differences in height than Africa (the intercept) except for Oceania, by about 0.8-0.9% across the board, even after controlling for the average height of the country.
But not after socioeconomic development.
After controlling for development, it appears that the sex difference in height is highest within Central Americans and Arabs.
Not even the original finding survives a control for socioeconomic development, which implies that the association between average height and male advantages is due to confounding with development, where malnutrition suppresses male height more than female height.
Represented graphically:
Which makes sense. The sex difference in height does not differ within Whites and Blacks within the United States, for instance, favouring the environmental explanation.
Deep dive?
This is a great finding, perhaps the beginning of something publishable in a journal. I am embarrassed because Wikipedia has a large table of country-itemized heights, including a sex ratio column, but, when I glanced over it, I expected it was just a random non-relationship.
But the relationship you found should have lined up with my thinking on the matter. Females tend to choose tall men for the sake of male status. I expect that the progression toward "quality" over the industrial revolution is largely a progression toward MATING quality, with men therefore receiving the bulk of the height advantage. The same pattern may therefore apply to the intelligence trend: males have been getting smarter, and so have females but less so.