הלכה על מנחות 85:17

And there are three further blessings, etc.. in Menachot 43b, and he brings the Ro"sh and the Ri"f in Berakhot 60b. And Rashi explains that an idol worshipper and a woman, since they are not commanded people, it is better to bless [on not being them?]. And in the Gemara a question is raised that there is no difference between a slave and a woman regarding mitzvot [...] and we teach that a slave is worse [and therefore Jewish men bless on both being free and being male]. And some question why it was not established "Who made me Jewish", like all the other blessings established about the kindness done for us, in the positive! As with "who gave the heart understanding", "who clothes the naked", "who makes the blind see", etc. And we explain according to the words of our rabbis of blessed memory: it would be better for man not to have been created, but since man has been created they should do mitzvot (Eruvin 13b). And this orients these blessings; one says "I wish I had not been made [as the rabbis indicate]! But since I have been created I will bless God, who has not made me an idol worshipper or a slave or a woman." And it is nice to expound this, but there is no question here. Since if one had blessed "Who made me a Jew", one would not be able to bless "Who made me free" and "Who made me a man", for the language of "Who made me a Jew [ישראל]" includes the understanding of free, and also, Jew is a gendered word since women are called Jewess [ישראלית]. And if so, one would not bless three blessings but rather only one, and it was not the intent to shorten but rather to extend in praise and to bless God for every kindness individually. And because of this one blesses "Who has not made me an idol worshipper" and further on the kindness "who has not made me a slave" (who is worse) and further "who has not made me a woman". And the explanation of "who has not made me an idol worshipper/slave/woman" is that God did not by means of God's angel suffer the soul to descend into the body of an idol worshipper, slave, or woman, at the beginning of their creation. Because of this, the convert does not bless "Who has not made me an idol worshipper", and so writes the Beit Yosef, and Abudarham who writes thus, see there, and the Rama"h, that the convert is also unable to bless "who made me Jewish" since they entered into the Jewish religion by their own free will which God surrendered into human hand, and it's not appropriate to say that the Blessed One made them a convert, since they accepted the religion of Moshe and Israel. And so a convert blesses only two of these three blessings, who has not made me a slave and who has not made me a woman. And this is not like the note of the Shulchan Aruch, who wrote that a convert can bless "Who has made me Jewish", and it isn't.