Ladies is seen as a polite way of adressing women and the word for lady is 'dame'.
It's interesting to note that in French culture, the word "joli" is not used to describe a man, in the same way that (generally speaking) English speakers do not call a man "pretty". Note that this is not being sexist. It is just understanding how the language is actually used.
In actual life, including business writing and oral speaking, I have seen that it is widely accepted to make almost equal between pretty and beautiful, and more widely to use nice to describe other topics (such as attitudes) than looking.
In duo exercises, I made more 50 mistakes (if not >100!) regarding the usage of pretty/nice/beautiful/... I tried to correct myself following DUO, but am always been reversely corrected by real life.
Am I the only one having such experience?
You have probably seen many other posts explaining the convention used on Duolingo that "jolie" is pretty and "belle" is beautiful. Everyone who uses Duolingo is having the same experience regarding the use of this convention. After 50-100 mistakes, I would think you would realize that it is easier to adapt than to fight it. In your personal conversation, you can certainly use "pretty" and "beautiful" however you want. You have come far in the course. You will eventually come to the end and you can leave all of this behind you.
The feminine equivalent of (beau) "handsome" is (belle) "beautiful". We may think that adjectives in English are gender-neutral, but they are not. In the same way, a francophone will not use "joli" to describe a man any more than an anglophone would say a man is "pretty" (of course, there is always someone willing to push that envelope) but it is definitely not common.