You could just as well say that they want us to continue existing and suffering. Instead of us killing ourselves, women would prefer that we continue working to support the system that advantages women relative to our disadvantage. Suicide, then, would result in decreased utility and would benefit women much less than a lifetime of studying and wageslaving.
And, even assuming women do want us to kill ourselves, it shouldn't be dissuasive of suicide. The decision to commit suicide, if decided rationally, should be decided simply by an analysis as to whether your life is, or isn't, worth continuing. If it isn't, then you would be justified in killing yourself. Whether or not some hypothetical women would experience pleasure at the thought of or resulting from your death isn't something that comes into consideration.