I assume the health insurance costs of actually having a baby are quite non-trivial. Of course men tend to get e.g. heart attacks and the like, especially as they age, so I suppose it all balances out in the end.

Fortunately Finland has a healthcare system, so there is no difference to the employer.

In the US, health insurers can't take gender into account when setting premiums:

https://www.healthcare.gov/how-plans-set-your-premiums/

Yeah, plus (I think) insurers just quote a price per employee, not a price per man/woman etc. So maybe it's easier to "price" the cost of hiring a woman (maternity leave) than a man (heart attacks or whatever)...