Females and males within a species commonly have distinct reproductive roles, and the associated traits may be under perpetual divergent natural selection between the sexes if their sex‐specific control has not yet evolved. Here, we explore whether such sexually antagonistic selection can be detected based on the magnitude of differentiation between the sexes across genome‐wide genetic polymorphisms by whole‐genome sequencing of large pools of female and male threespine stickleback fish. We find numerous autosomal genome regions exhibiting intersex allele frequency differences beyond the range plausible under pure sampling stochasticity. Alternative sequence alignment strategies rule out that these high‐differentiation regions represent sex chromosome segments misassembled into the autosomes. Instead, comparing allele frequencies and sequence read depth between the sexes reveals that regions of high intersex differentiation arise because autosomal chromosome segments got copied into the male‐specific sex chromosome (Y), where they acquired new mutations. Because the Y chromosome is missing in the stickleback reference genome, sequence reads derived from DNA copies on the Y chromosome still align to the original homologous regions on the autosomes. We argue that this phenomenon hampers the identification of sexually antagonistic selection within a genome, and can lead to spurious conclusions from population genomic analyses when the underlying samples differ in sex ratios. Because the hemizygous sex chromosome sequence (Y or W) is not represented in most reference genomes, these problems may apply broadly.