Because if you're black or mexican and they see you have a license like that, the policeman will assume it's a fake license or not your license, and you'll be shot or arrested.
It's true we can, but I think he means you don't see men do this sort of thing (hair/makeup) at all. Women can do this easily no questions asked, but if a guy did it people will question it easily.
White women can do this too.