They are only indirectly derived from the word "andros" = man.

They are directly derived from the feminine Greek word "andreia", meaning "courage" or "virility", which had been derived from "andros", as supposedly a quality typical for males.

It is the Italian name which has forgotten that originally it was a feminine word, not the English, which has preserved the original grammatical gender.

In Indo-European languages, most of the nouns denoting qualities have the feminine grammatical gender, so "andreia" is not an exception.