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Notes -
If we're moving the discussion into the increasingly wishy-washy realm of "utility" instead of using more definite measures, any such questions are probably going to be very difficult to answer.
But I will add that even if I assume for the sake of argument that the entire population of women does end up losing total utility under polygyny as opposed to monogamy, a pretty convincing argument can be made that men as a whole lose total utility as well (even after you factor in the polygynous men) because of the diminishing returns inherent in adding on wives - after all, a single man getting a wife will have a much higher gain in utility than a polygynous man getting his 5th woman, or his 10th, or his 30th. That woman, if paired with a single man instead, is going to result in a greater gain in utility for the single man than the loss for the polygynous man. Correspondingly, if a successful man can monopolise multiple women, his gain from doing so will be less than the total loss experienced by the (now single) men who would've been able to procure a wife under monogamy.
It also seems clear to me, at this point, that then trying to compare "which sex's total loss of utility is more" is something that would be very difficult if not outright impossible to measure.
EDIT: clarity
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