I think it's more likely that the political climate for increased violence also leads to increased imbalance of sexes, particularly because violence against women is more common and violence against men comes in waves in times of war or social strife.
I wonder if the U-shaped curve for sex ratio imbalances vs. societal violence reflects both causation and correlation. The dynamics would work like this:
An oversupply of young, unmarried males in a population leads to intense competition for mates and for the resources that attract mates (jobs, money, territory, social status, etc). This triggers instincts in our brains that make us more competitive, and more willing to band together with others to remove potential competition. At some point this reaches a critical mass, populations go to war, and most of the excess males are killed off. This leads to an oversupply of females, but because of social inertia (people don't immediately adjust their behavior after massive depopulation, it takes time to adjust to the new reality), the society remains violent for some time afterwards, even though the sex ratio is now very skewed in favor of women. The data would show a U-shaped curve, but the oversupply of males would be the cause of violence while the oversupply of females would be a consequence of violence.
To verify this hypothesis, there'd need to be a time and historical context attached to each data point, so that in addition to looking at the sex ratio, we'd look at the sex ratio trend before and after the outbreak of violence and on what timeframe violence rates go down. I'm unaware of studies that have done this.
https://www.newsecuritybeat.org/2014/04/violent-straw-men-se...
Only the abstract is available from your link so I couldn't look at the paper's data, but the critique's point is that the relationship between violence and sex ratio is U-shaped, with higher violence noted with both too few men and too many. Furthermore, many of the studies cited in your link were studies of inner-city black neighborhoods in the U.S, which feature both high violence and a large overpopulation of females because all the males are dead and incarcerated. Thrown into a linear relationship that's not actually linear, and they'll conflate the data significantly.
The data on current sex ratios could be read one of two ways: either the theory is wrong, or the theory is predictive, and those countries with an overabundance of young males that are currently stable & at peace will not be at peace for long. There's some recent evidence for the latter hypothesis: of the 5 countries with the highest 15-24 sex ratio, Qatar is in the midst of a diplomatic crisis with Bahrain, Saudi Arabia, and the UAE that may be a prelude to war, and the Maldives just had a coup. I've got friends either living in or with family in China & India that say it's nowhere near as socially stable as is commonly perceived in the West, and that there are a number of social problems that could easily become a powder keg if economic growth dries up.