I don't think it has anything at all to do with body parts. It does have to do with comfort and relatability (you would call that bias, I guess). But also, life experience. A woman experiences the world differently than most men and vice versa. So for me a woman is going to grasp my pov and issues on a more intimate level--not all women, of course, but there's a better chance of it. I've had one male therapist who was very good, but I could not talk to him. I don't think that's a bias as I liked him very much, but just could not feel comfortable and there was a gap in understanding.

As for what your therapist meant, though, only he can say.