Sexes - what's the point?

I've been studying immunology and the more I study this material, the more questions arise. Let's say that evolution occurred by mutations. I believe that's the predominant theory behind how species were created. Is the theory of evolution stating that a male and female mutated simultanteously, in a way that created a male and female, then they somehow began reproducing? isn't it more feasible that a single celled organism reproduced itself and just continued to reproduce itself? I've been reading on this topic and it seems that evolutionists can't give a clear theory on this matter. Tweet