It seems pretty obvious white men in Western countries have had it very comfortable for quite some time historically speaking

But this is already an oversimplification, because there are some obvious ways in which men have it statistically "worse" than women, such as in rates of incarceration, suicide, homelessness, etc.

I really don't see the use of the "privileged/oppressed" dichotomy as an analytical tool for gender issues. It scarcely predicts what one would expect to see in reality if it were true (though of course, feminists adhere to it because of politics rather than empiricism).