There are a variety of reasons. Minority women (particularly black women) are much more likely to vote than minority men, and almost all minorities vote Democratic, so that skews the female vote towards the Democrats compared to the male vote. Otherwise, the gender gap based on parties is largest among white Catholics, with female white Catholics voting Democratic and male white Catholics strongly Republican. There I suspect it's cultural, and it would be worth looking at gender gaps in Italy and Ireland to come to conclusions.
There are plenty of white female Catholics who vote Republican.