Gymnastics is by way of being a special case. In terms of flexibility women do indeed outperform men. By most other measures of agility, including throwing accuracy, men outperform women. Read
http://www.scienzemotorie.univaq.it/..._02_MALINA.pdf
for more details.
But as you say, it all depends on what you think you mean by "agility". I restate my case that including mechanical differences is in general a bad idea.