The tricky thing about this is that the idea of the male gaze is not a lens for cultural analysis that has existed for centuries in the West - it is quite modern and explicitly feminist.

I'll keep this fairly simple. The basic idea of the gaze as a paradigm for analysis comes from Sartre and Foucault, two theorists who are well beyond me in general: essentially, one can identify a gazer and an object of the gaze, the former being a person and therefore holding social power over the latter, which is there to be looked at. Think about the idea of the surveillance state and the power of the watcher over the people being watched.

In the 1970s, this concept was refined into the male gaze, a paradigm where (heterosexual) men are positioned as observers and women as objects to be observed - specifically in relation to western art history and the female nude. John Berger's Ways of Seeing (1972) didn't use the phrase directly, talking about surveyor and surveyed instead, involving gender and patriarchy in his analysis, and pointing out that there is no reciprocity between the two in art (since the "surveyed" painted woman isn't real and the surveying male patron or artist is); this even extended into life, he wrote, because "Men look at women. Women watch themselves being looked at." Laura Mulvey invented the actual term in her 1975 essay, "Visual Pleasure and Narrative Cinema," where she argued that mainstream cinema positioned the viewer as male and commodified women's bodies for that male gaze. (For a very literal example, cameras tend to linger on female bodies on the assumption that this is what the viewer wants to see, because the viewer is presumed to be a straight man.) This would go on to be used as a lens of analysis in all aspects of visual culture and develop into analogous "gazes" to discuss other inequalities and commodifications: the abled gaze, the western gaze, the colonial gaze, etc.

So "historically", the concept of the male gaze barely exists - it was developed only within the last few decades and it's not something steeped in a Protestant framework so much as a critique of an issue in western, culturally Christian society. It's not about "modesty"; a nude female figure in art history is not necessarily to be interpreted as being for the male gaze simply by virtue of being nude and a woman. The point of the concept is to note when the nudity is there for the surveyor to look at as a kind of all-powerful voyeur with a sexual interest. And as for the gender roles ... the point is also to critique the gender roles, not enforce them. In media made in a society that isn't institutionally sexist, one would likely not use the male gaze as an lens for analysis of art or media simply because it wouldn't be needed.