The two key concepts here are
- sex-specific selection, and the fact that
- males and females share the majority of genes
1) sex-specific selection
Obviously any population where females lacked nipples would be in trouble. Men, on the other hand, have no evolutionary need for them, but they don't pay much either—there is no strong selection against men with nipples. So at first sight, it seems that nipples are positively selected in females while seem to be quite neutral in males.
2) Males and females share the majority of genes
If you consider two separate species where the two species undergo different selection pressures, you will just see one species evolve toward one optima while the other one will independently evolve toward the other optima.
However, males and females are not independent entities. The vast majority of our genes can be found in one sex as well as in the other sex. In other words, male phenotypes do not evolve independently of female phenotypes. As a result of this interdependence, you can end up with the trait that is selected in one sex present in the other sex.
Evolutionary equilibrium
This is all much more rigorously defined in terms of selection coefficients and evolutionary pressure. Without going into the math, the questions of who has the highest selection coefficient and How differential is gene expression for this trait are important questions to predict the equilibrium trait value in both sexes.
Lack of a strong selection pressure
Finally, any trait that is seemingly not-useful has to have a significant disadvantage on the fitness of the organism to be selected out (If a trait would be advantageous to an organism, why hasn't it evolved?). Even if a trait is useless for both males and females it may persist. The case of females needing the trait just makes its elimination in males even more difficult, as explained above. However, in some mammalian species the males do lack the nipples (Evolutionarily, why do male rats and horses lack nipples?).
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