I hadn't considered this before, so take my opinions lightly....

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I hadn't considered this before, so take my opinions lightly. Historically, women's agency was often restricted. They didn't typically go off on grand adventures (or misadventures), instead being relegated to home and hearth, often in marriages/relationships based on pragmatism. Since their lot is often to make the best of a bad/mediocre situation, they relate to stories of women who succeed at same. Whereas men have a high variance strategy. Success in war/exploration/entrepreneurship can often mean having more/better mates than they would've also otherwise enjoyed. So they enjoy stories of men who succeed at such endeavors.