In general, men are stronger than women because they have higher levels of testosterone to give them greater height, more initial muscle mass, and easier muscle development. Needless to say there are exceptions on both ends of the spectrum, and while there's nothing stopping women from pursuing their own strength training, saying that men outshine women in this category is based on biological fact and not social constructs or gender roles.
That being said, there are two ways to look at which character is stronger. Going strictly by game mechanics, Steve and Alex have the identical levels of strength, endurance, and physical ability. They run and swim at the same speed, jump the same height and distance, carry over a hundred thousand tons of weight, consume energy and require sustenance at the same rate. I also wouldn't consider Steve to be as "old and experienced" as people are saying, because a new instance of Steve is generated with each game world. The outcome is the same as that of most fights: the loser is whoever makes a mistake first.
The actual scaled universe that Minecraft is supposed to represent would probably tell a different story. Obviously there are a lot of variables depending on the environment, what equipment is available, who ate the most saturating food recently, et cetera. In an even match I would bet on Steve simply because of his physical advantage, but such things are moot when you consider how unimmersive the game can be with swimming up waterfalls and standing next to magma without dying from convective heat.