Sexual selection for traits that otherwise have no discernible survival benefit or even harm survival happens all over the animal kingdom. Selection for bravery/aggression/dominance at least has the potential benefit of defense. Calling this sort of selection 'manipulation' on the part of female monkeys is making an unwarranted and human biased value judgement.

Maybe it's a way to deny them agency and therefore moral responsibility for the results of their actions?

Do monkeys have morals? (Legitimate question.)

Well, they do show in-group preference.

Does that count?

I'd say yes.