Why Do Peacocks Have to Have Sexual Ornaments?

The peacock is the prime example. Males die younger in nature because they've got these sexual ornaments that are costly. And what you are left with is a species burdened by bisexual ornaments, which attract females even at the cost of survival. So in a very real way, women's choices over time, the choices of the aggregate choices of the female group of a species create what the male becomes then, right? Like men either become or do what the women select for.