Because male peacocks are expendable. Peacocks do not help raise the chicks. They are purely sperm donors. Therefore, as long as one survives, the rest are expendable.
But the ones who DO survive, have to have been exceptionally fit in order to make it while dragging that silly tail around, and exceptionally disease-free in order for that tail to be pretty -- survival qualities which will get passed on to their modestly-tailed daughters as well as their sons. And having fit DAUGHTERS will ensure the survival of that species.
...Because male peacocks are expendable
Human males are expendable too... this is why most civilizations send their boy children to war, men are expendable, women are not