Maybe it's because he can control his regeneration, but he knows that since he spends a lot of time on Earth (which is totally for special Time Lord reasons and not TV budget reasons), being a man is simply the easiest way to get things done. It's not that I think the Doctor really cares about his gender; it's more that he understands that the rest of the world does. He just lies about it to his almost-always-female companions because, well, that's kind of an awkward conversation to have.
Now Let Us Count The Ways This Makes His Job Easier
Think of all the times the Doctor has had to burst into a room and yell "Everyone listen to me and do what I say!" More often than not, the "everyone" who has just been berated by a haphazard British gentleman complies with his wishes.
In the first episode of Series Five, he hacks into a meeting of all the greatest scientists on Earth, throws some math at them, and convinces them to spread a computer virus he whipped up on a cellphone. They don't question his authority. They don't even ask where he got his degree. He could have a doctorate in Frisbee Sciences from Zac Efron University, for all anyone knows, but they're still willing to bet the fate of our entire planet on him.
The Doctor will still be a genius as a woman, of course, but getting people to actually shut up and listen to your genius words is statistically an uphill battle for women. The Pew Center, when looking into why there aren't more women in leadership positions, found that the number one reason women feel they're not able to move up the corporate or political ladder is that they feel held to higher standards than men. And in general, men with some authority don't always react well to a lady coming in to upset the apple cart.
So if a woman bursts into a room with some unorthodox request she insists will save the world ... well, let's just say that we'd better hope she's not up against a tight deadline. They will take some convincing.
And Remember, The Past Sucked Even More
Cracked has previously covered why time travel would suck for women (name an era you can go to that wouldn't be worse than now, and who knows what the future holds), and that's if you're just joyriding around, seeing the sights. The Doctor, on the other hand, has to actually try to get shit done in the past without getting burned at the stake. She can't even get through her usual speech of "I'm The Doctor, I'm a time-traveling alien-" because past peasants would say, "Please, let me stop you at 'doctor' so I can stone you to death in silence."
Previous Doctors have used psychic paper (basically a magic business card) to get around in the past without any trouble, as it tricks onlookers and allows them to continue creeping around castles unhindered. However, it doesn't work if there isn't any conceivable thing the Doctor could be rationally doing. It relies on the mind of the person looking at the paper. So if 1600s Craig the Knight can't think of a reason as to why a lone female stranger would be poking around the King's armory, the paper is blank, the Doctor is beheaded, and all of humanity becomes Cybermen.
OK, So Why Change Now?
But why throw a uterus into the works now, if he knows it's going to make his life harder? Well, the Doctor is on his second round of 12 regeneration cycles. He was supposed to be really, 100 percent totally dead, not just dead-with-a-new-body, after the 11th iteration. But the Time Lords granted him an additional 12 lifetimes. At the point of his regeneration into a woman, The Doctor is roughly 2,000 years old. Maybe after two millennia, he decided he was finally ready to try life on hard mode. He understands being a woman will be more difficult, but he knows if it proves to be too much, he's got quite a few more shots.
And if there was any Doctor willing to take that chance, it would be Peter Capaldi's. Less of a swashbuckling hero and more of a grumpy time-bending uncle, Capaldi definitely seems like the kind of Doctor who would think "Screw it. Let's give it a whirl." He's willing to deal with someone yelling "Nice ass!" at him as he tries to save them from being exterminated by a Dalek. He's willing to recalibrate the psychic paper to just say "woman troubles" and hope that works. He's willing to have to occasionally interrupt history's various Craigs. After 2,000 years, he was ready for a new challenge.
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