I know. It's ridiculous. Except, my Chinese friends born after the one child policy went into effect don't even know all the terms. I asked my roommate to explain all the words for cousin to me one night and she couldn't.
It helped when I learned that the phrasing changes not necessarily on whether they're on your maternal or paternal side but on whether or not they share your surname.
As far as English goes, we got the word "cousin" from the French cousin/cousine, which are marked for gender. I wonder if English originally adopted it and lost the female form at one point, or whether females weren't prominent enough to warrant having a special term just for female cousins.