Why are they named female and male threads?

Just wait till the progressive crowd starts to inflict it's changes in the plumbing community and we have transgender plumbing parts. 

Not male and female threads.  Male and female couplings of some kind. Some couplings / fittings are threaded and some are "slip" with no threads.  Bob, don't giggle, but the male fittings go into the female fittings.   If you look at the two ends of a garden hose, and you're over 12, you should be able to figure out which is male and which is female. And on garden hoses, the couplings are threaded--they screw on (or in) 

because people making threads only wanted to be horny

The male or female refers to which part goes inside the other part. They have mirror-image threads so that one screws into and out of the other.

Many fire departments and other hose professionals use standardized hermaphroditic connectors (e.g., Storz couplings) to avoid having to flip hoses end-over-end if you have two fittings with the same "gender" show up and no double-female or double-male adapter to straighten out the threesome.

do you practice being stupid? If you cant work that out you have problems.

The male (threaded part) SCREWS (into) the female (part), just as in real life.

Look at the part.  Is it something that is screwed INTO another thing - or is it a part getting screwed?

Better than saying it is an "inny" or an "outy"  That is so childish.

All handymen have the sacred knowledge passed down to them from Father to son.

Sadly due to political correctness they must now all be gender neutral threads so they are all exactly the same.

Naturally this means that pipes will no longer thread into each other so duct tape sales are soaring

Are you suggesting perhaps, "part with a right hand twist fits into a receiver with a right hand twist?" 

It's just common speech.  If some people are too immature to deal with it, that's their problem.