The confusion stems from assuming a modern meaning for the “-er” suffix, Ben. According to this etymology, it was a 14th Century coinage–a change from “widewe” to “widewer”. Apparently “widewe” was used for both male and female in the preceding four centuries. The “-r” suffix is likely a corruption of the “-estre” suffix, which (although denoting a feminine term in Old English) became masculine in Middle English.
According to my copy of the American Heritage Dictionary, widow comes from the Middle English word widewe, which in turn is derived from the Old English widuwe. Widower is derived from the Middle English widewer, which is derived from widewe.
So ends the factual discussion. My WAG is that in Middle English, the -er suffix (or just the -r) is used to “masculinify” a word (or, perhaps the opposite is true - without said suffix, the word is feminized; however, widewe is listed as the common root, so I think the former is more likely).
[Upon preview, I see that Balance has said as much. I guess my WAG wasn’t so W after all, eh? But, dammit, I typed this all out, so I’m going to submit it anyway!]