It's the only type of cooking a "real" man will do:

When a man volunteers to do such cooking, the following chain of events is put into motion.

(1) The woman goes to the store.
(2) The woman fixes the salad, vegetables, and dessert.
(3) The woman prepares the meat for cooking, places it on a tray along with the necessary cooking utensils, and takes it to the man, who is lounging beside the grill.
(4) The man places the meat on the grill.
(5) The woman goes inside to set the table and check the vegetables.
(6) The woman comes out to tell the man that the meat is burning.
(7) The man takes the meat off the grill and hands it to the woman.
(8) The woman prepares the plates and brings them to the table.
(9) After eating, the woman clears the table and does the dishes.
(10) The man asks the woman how she enjoyed "her night off."

And, upon seeing her annoyed reaction, concludes that there's just no pleasing some women.