Males has hormone testosterone.this hormone will stimulate the production of erythropoietin from kidney. When the level of erythropoietin increase, the formation of erythrocyte(red blood cell) increase as well.
The hemoglobin is present in blood and carry oxygen to all parts of the body. You are right that male have not only high testosterone levels but also very potent one. These testosterone are very potent anabolic. Due to these anabolic effects the hemoglobin levels are high then females.
Yes men do have higher hemoglobin because of the muscle