Every sport involves skill. it is not like boxing is really tough to learn but XC skiing or swimming takes no technique.
In fact the biggest differences are in sports like boxing or tennis, where physical strength makes a huge difference. That is why boxes or wrestlers of both genders are divided into such limited weight classes---an extra two or four pounds of muscle makes a huge difference.
Tennis? Serena Williams' best serve was 128 mph (according to google,) while her average is/was 106 mph.
Sam Groth delivered a serve at 163.4 mph, and John Isner holds the "official" record at 157.2 mph.
Are these men that much mores skilled? Do they work harder than Serena Williams? I truly doubt it. However, Isner is gigantically tall and men in generally have about 15 percent muscle mass. Given equal training, most men are going to be that much stronger than women.
Sports relying less on burst strength show less disparity but as @
surak mentions,
Annemiek van Vleuten, probably the best female road cyclist in the world, couldn't hang with her male team mates.
Skill? Sure. Better pedal strokes, better understand of one's own abilities and when you push and when to recover .... but other things being equal, there is no way to overcome that extra muscle---even with athletes of the same gender.